How could you calculate the area of the circle numerically?
Quantitative Modeling Interview Questions
51 quantitative modeling interview questions shared by candidates
What is the relationship between Hamilton and Logistic regression? What kind of Monte Carlo method were you using? About missing values in a tree...
How to reduce the number of independent variables with a given number of observations in a regression
Stochastic Calculus and pricing derivatives.
There are two questions that need to record. The first one is asking for your motivation to join. The second one is to ask if there’s any thing you want to talk about that is not on your cv.
How to test model performance? How would you decide what model to use?
The interviewers, as I was a fresh Msc graduate, were mostly interested in my academic background, skills and knowledge that I acquired through these years and experience from internships. For example they asked me about my knowledge in using Git and which volatility models I have used.
We are tossing a dice till we get 6. What is the probability of seeing a 1?
Describe internal compliance procedures in your current company.
Green book type questions + greeks under Black and Scholes
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