I was asked on Heston model, Monte Carlo simulations, PDE's methods and their comparisons, Interest rates model, HJM, Hull-White.
Quant Interview Questions
2,927 quant interview questions shared by candidates
Let (X,Y) be jointly Gaussian with correlation p. What is E(max(X,Y)) as a function of p?
How extensively do you use Python?
Describe yourself and a time where you made a hard decision?
Asked about my masters thesis paper, asked to explain several different models in machine learning
Toss two dice, compute the probability of their sum is 0 mod 6.
many math questions (brain teaser + algebra) no coding question asked
Difficult combinatorics and standard probability/ brain teaser
Several Questions about expectation and combinatorics
Told not to share but probability and expected value questions
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