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Quantitative analyst Interview Questions


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Home assignment: OANDA operates a trading platform which allows clients to buy and sell currency pairs. When a client makes a trade to buy or a sell a currency pair, the company must decide to either (a) offset the exposure immediately by hedging the trade with a bank, or (b) hold the exposure for a period of time allowing the market to move before hedging the trade. If the company hedges the trade immediately, they will realize a small profit for each trade. If they hold the exposure, then they may realize a large profit or loss, depending if the market moves with or against the exposure. You are tasked with determining (for each client trade) whether we should hedge the trade immediately or should hold on to the exposure for a period of time. Describe how you would perform this analysis, including what data, tools, or processes you would use. State your assumptions. Comment from HR: The trading team is not looking for an exact solution, more to see your understanding of the problem, and for a proposal about how one would go about finding a solution to the problem. No formulas are required.

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Pretty basic data science question. It's a binary classification problem.

What was your thought process/answer for this?

What is it that you want from this job and why would you be a good candidate?

1 Answer

You are given an array of integers in which ever integer appears twice, except for one. Find the integer that only appears once.

1 Answer

What's Morganstanley's stock price today?

1 Answer

How define a random variable with a specific distribution function?

1 Answer

Describing previous projects I had worked on.

1 Answer

Explain optimization, CAPM, and some programming ..

what was your experience with predictive models

Explain basic OO concepts. How do you find a cycle in a linked list.

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