What is CAPM and what are factors?
Quant Research Interview Questions
1,203 quant research 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 accountant-y quant standard OA stuff
Behaviorals + Technicals. Like why this position, how did you solve a task without guidance
How does one slice an array in python? How do exceptions work in python?
OOP and Python language questions
Explained the few different roles at Quant analysis department and asked which one I prefer and why.
Online assessment was not very good
How to find the median for 10T data across 10 servers?
C’est quoi la var ? Shortfall
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