Asked me a question about computing Fibonacci numbers using an infinitely parallelisable computer, seemed reluctant to actually specify the problem properly.
Quant Interview Questions
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Tell me a specific area you want to audit
Question about previous interships: Pricing, Statistics... Fair price of a dice game. Monte carlo variance reduction. Some finncial products
can't disclose due to NDA
Probability questions based on dice or cards
Brain teaser, algorithm, sde
Explain the difference between the Wiener process and a Poisson process.
Why would you be interested in this job, given that it's boring?
4 ducks in a pond, probability they on the same half
Questions around competency for the first half and then the last half around the case
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