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Quantitativo Interview Questions
10,169 quantitativo interview questions shared by candidates
They asked me to price a fair value for a derivative given a simulated order book.
Present value vs future value discounting
The online assessment consisted of a Programming part, then number sequences, and then probability theory, and the last stage was the zap-n where you have to play some games with very fast reaction times.
Why do you want to work for Optiver
Do you like markets? Convince me.
What are the independent and dependent variables in your model? What are the underlying assumptions of the model? What did your research indicate should be the expected parameter estimates for your independent variables? How long have you used SAS? What models/methodologies have you evoked through SAS?
What is market making?
Explain 3 types of sorting algorithms.
Lots of questions on model building and journals and existing literature.
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