past experience and future goals. technical details about previous projects. understanding of the popular products traded. array related Algo question.
Quantitative Trader Interview Questions
1,130 quantitative trader interview questions shared by candidates
Tell me about Black Scholes options pricing model
Some basic quick math questions like multiplication and division that need to be done quickly. Some questions where you are given betting odds and you are asked to place money and explain why you spent it on an outcome
Given the odds each team will win, how much should you bet?
Some quick mental math problems.
Give a 25% confidence interval on some guesstimates and provide the bid ask
Why Optiver?
There were several trading games and seeing how one approaches problems of trading of risk and expected value, as well as testing if one could spot arbitrage opportunities.
It is different from all interviews I had before. It is a market making question, and I need to bet and evaluate the value of each decision, and estimate my total profit and loss, which is something I've never seen.
Other than your hard qualifications, what soft skills are useful for this role?
Viewing 901 - 910 interview questions