What is the annual income of a food truck at your city?
Quantitative Associate Interview Questions
10,170 quantitative associate interview questions shared by candidates
Previous relevant experience
How do you evaluate lying or not lying?
What is a positive-definite matrix?
normal distribution, log-normal distribution, how do you compute mean of log-normal distribution in terms of the mean and variance of the underlying normal distribution, Brownian motion, Ito's Lemma, Black-Scholes formula, what are the differences between forwards and futures, what is the swap, how do you price the swap, how do you output correlated random variables with a prescribed coefficient of correlation
Describe CMS interest rate option? Explain convexity adjustment? Knuth shuffle?
yield curve building, interest rate derivatives modelling
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Typical quantitative questions (see Heard on the Street): decompose exotic payoffs in vanilla payoffs; solve ode's, etc
Explain different options greeks and distributions
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