Stochastic volatility models, Heston model, and some behavioral questions like the most difficult person I have worked with.
Quantitative Analyst Intern Interview Questions
10,161 quantitative analyst intern interview questions shared by candidates
Question about covariance of linear combination of random variables. Leetcode medium level coding.
résumé questions about previous experiences
Probability, stats, and Leetcode DP questions
Code pair rounds: Questions similar to Longest Increasing Subsequence, Fibonacci DP, Subarray Sum, Palindromes in binary string. Prob/stats round: Expected value questions, central limit theorem, etc
What would your strategy expected return change? If you set stop lose/profit rule.
What's your project or work that you are most proud of?
Dynamic programming question, simple probability theory problem
A variation of betting strategy based on dice outcomes
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