How to price a interest rate swap?
Quantitative Research Intern Interview Questions
4,818 quantitative research intern interview questions shared by candidates
How do you hear about SIG?
I spent a week on data exercise which was given about 7 days before the 3rd round. They did not review it (not even mentioned during the interview). They don't show enough respect.
joint probability, delta hedging, random number generator and so on
Probability based questions and brain teasers
Expected pay out of two dice games.
Describe research and then probability questions.
Just probability and statistics questions
First, you are given a basic game theory problem.Then they make the probability of some actions variable and let you to find out the optimal probability to optimize the result.
They did not really ask any difficult question.
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