Define risk management. How would you manage risk in the context of {Equities, FX, Interest Rates}. Lots of behavioral questions.
Quantitative Modeling Interview Questions
51 quantitative modeling interview questions shared by candidates
Introduce you self and sponseship
First part is talking about your background listed on your resume in detail. Such as why did you choose your college major, how did you get an interview opportunity, what was your mainly responsibility in your last work... Second part is some financial knowledge, including VaR, put option, duration...They are all basic financial concepts, but I forgot many of them. So that's maybe the reason I lost the chance to get into next step. Third part is your computer background. Just let you to evaluate your levels of grasping programming languages or application such as Java, SQL, C++, Matlab
First round for a phone interview with statistics and finance staff. Second round on a written test with 9-10 questions on options and bonds, like a programming project. Third round, which is the final round, for a spec interview. An inside paper was sent 1 hour before the presentation and then asking questions related to the paper.
The written test contains a broad topics. It's very challenging.
Some branches have bullet glass and some don't. How do you evaluate whether bullet glass effectively reduces the probability of a robbery.
What is CLT? Why test residuals after linear regression?
Standard HR questions.
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
General interview questions about personal skills, and some questions about quantitative analysis.
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