Quantitative Analyst Interview Questions

10,156 quantitative analyst interview questions shared by candidates

R1 phone interview will start from your experience and push you as far as you can. Q: 1. Why did you use Blacks model? 2. Why did you use Garch model? 3. What are the disadvantages of Garch model? 4. Did you know any other model? 5. What are the disadvantages of Heston model? Behavior questions : 1. Describe your team work experience 2. What kind of project will make you exciting? 3. What kind of company culture do you prefer? Brain tease: classic marble problem followed by ad hoc questions according to your answer like what if there are more than one machine are producing heavier ball.
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Options Volatility Quantitative Analyst

Interviewed at Belvedere Trading

4.2
Dec 2, 2017

R1 phone interview will start from your experience and push you as far as you can. Q: 1. Why did you use Blacks model? 2. Why did you use Garch model? 3. What are the disadvantages of Garch model? 4. Did you know any other model? 5. What are the disadvantages of Heston model? Behavior questions : 1. Describe your team work experience 2. What kind of project will make you exciting? 3. What kind of company culture do you prefer? Brain tease: classic marble problem followed by ad hoc questions according to your answer like what if there are more than one machine are producing heavier ball.

The data exercise asked the question of how to maximize profit (using a large sample of data). This broad question forced me to ask questions and narrow my focus in order to pinpoint what drives profit and how to best increase profit in a short period of time. This required the use of data analysis software and some coding. I also had to figure out the best way to communicate my findings quickly and respond to questions about them from senior executives. However, this assignment was very similar to my work in the role thus far and was very enjoyable for me.
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Quantitative Data Analyst

Interviewed at Jobcase

3.4
Oct 27, 2014

The data exercise asked the question of how to maximize profit (using a large sample of data). This broad question forced me to ask questions and narrow my focus in order to pinpoint what drives profit and how to best increase profit in a short period of time. This required the use of data analysis software and some coding. I also had to figure out the best way to communicate my findings quickly and respond to questions about them from senior executives. However, this assignment was very similar to my work in the role thus far and was very enjoyable for me.

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