How would you price a vanilla option?
Quantitative Interview Questions
10,169 quantitative interview questions shared by candidates
There were some very primitive online tests, followed by an interview with someone asking logical reasoning and numerical reasoning questions. Following this, there was an interview with the CEO and a chance to go to Dubai for further interviews. I decided to withdraw after the interview with the CEO.
Read bonds documents and try to model what they mean
Write simple programmes.
Very detailed questions about the research I did for my masters thesis, which apparently was the interviewer's area of expertise.
Girsanov theorem
Standard questions regarding regressions and market risk, option pricing
What are the assumptions made my an OLS model?
Describe MLE and compute the mean and variance of a given model.
-Technical Data Manipulation Questions -Why Financial Crime?
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