Barclays Quantitative Analyst interview questions

The phone interview was very polite - asked me one question on options, the five horse race problem and one simple algorithm question. He also asked some questions about my resume and background, and told me about work in the HFT division. Overall, the interview seemed to have gone well, and I was surprised I got a reject a week later.

very nice persons, the questions are relatively challenging. many questions relate to fibonacci numbers. they describe some questions and need to use mathematics induction to solve. black-scholes formula is required. you probably need to derive and explain them in details.