Technical questions were primarily related to credit risk
Quantitative Developer Interview Questions
10,163 quantitative developer interview questions shared by candidates
What is polymorphism? If you have N bonds, each can either default or not default, how many possibilities are there?
Python coding. BS pricing, brain teasers. A candidate should be able to express his thoughts in a simple language avoiding sophisticated language.
Questions related to mathematics to statistics to programming language
Describe monte carlo method applied to VaR model.
There were some very primitive online tests, followed by an interview with someone asking logical reasoning and numerical reasoning questions. Following this, there was an interview with the CEO and a chance to go to Dubai for further interviews. I decided to withdraw after the interview with the CEO.
Very detailed questions about the research I did for my masters thesis, which apparently was the interviewer's area of expertise.
Girsanov theorem
How would you price a vanilla option?
Write simple programmes.
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