Basic programming, order, etc. There are some stochastic calculus.
Quantitative Risk Interview Questions
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How to measure the performance and risk of the portfolio.
1. How you will forecast for ESG score/index without looking at each company's ESG score? 2. d/dx(1-ln(x)) 3. d/dx 1/(16-x) 4. Draw a graph for f(exp(x)) and f(ln(x)) 5. simple probability
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VaR calculation
Why do you want to work at DTCC?
Solving PDE.
Probability that throw a coin three times, a consuccive head happens
Introduce yourself and talk about your resume
"walk me through your resume"
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