I was asked about matrices and distributions
Quant Research Interview Questions
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Probability problem with fake positive tests etc.
Explain FRTB SA in detail
solve leet code type of questions in Python
I have 5+ years experience and I would have expected many practical questions. It was like an exam, just stupid student questions (so hire a student not people with experience!)
Questions sur la programmation orienté ainsi qu'un brain teaser
Let (X,Y) be jointly Gaussian with correlation p. What is E(max(X,Y)) as a function of p?
I was asked on Heston model, Monte Carlo simulations, PDE's methods and their comparisons, Interest rates model, HJM, Hull-White.
Describe yourself and a time where you made a hard decision?
How extensively do you use Python?
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