Quantitative Analyst Interview Questions | Glassdoor.ca

Quantitative Analyst Interview Questions

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what was your experience with predictive models

How proficient your c++ is. They really need people with expert level of C++.

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

How to extract month variable from YYYYMMDD string

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