Behaviorals + Technicals. Like why this position, how did you solve a task without guidance
Quant Developer Interview Questions
2,952 quant developer interview questions shared by candidates
How to price a Swap? What is an european call option? What is the VaR? How to compute VaR through Monte Carlo simulations? Can you describe the Taylor expansion and its formula? What is a Correlation Matrix? What is the difference between Covariance and Correlation? Why the correlation matrix is always positive definite? How to build a function in R/Python?
More behavioral questions than I expected, and they pushed really hard on them.
Questions were related to coding
Trading/Probability games that tested mental math, calibration, and various other informal skills.
Lots of "would you/how much would you bet on this game" probability questiosn
anthing about the company and job
Why Optiver, Why Trading, asked about my major in college and coursework, any quantitative projects I've done etc.
¿Qué asignaturas te has gustado más/menos? ¿Cómo organizas tus tareas? Cuéntame sobre alguna experiencia trabajando en equipo. Gerente: ¿Qué es y cómo se valora un bono? ¿Qué son y para qué sirven las métricas de Value-at-Risk y Expected Shortfall? ¿Para qué sirve la ecuación Black Scholes? ¿Qué son las griegas? ¿Cómo estimarías las griegas que no se pueden calcular directamente?
Q: Tells us about yourself Q: Where do you see yourself in 5 years?
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