Quantitative Analyst Interview Questions | Glassdoor.ca

Quantitative Analyst Interview Questions

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Quantitative analyst interview questions shared by candidates

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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

what are inter join and outer join of SQL

normal distribution, random walk, black-scholes, C++ related, how to output correlated random values

give examples about the SQL,SAS and MATLAB code

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

Basic questions on SQL, probabilities, regression models, and computing

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