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Senior Quantitative Analyst Interview Questions
92 senior quantitative analyst interview questions shared by candidates
How many outcomes of 6 heads followed by 6 tails you expect in 10^6 trials?
Explain singular value decomposition
Finance stuff. Options, stochastic calculus,etc
what is your salary expectation?
- Estimate Gaussian integral - Estimate the expected value of exp(W(t)) where W(t) is a Wiener process
The interview questions were general and related to my understanding of statistical concepts, my background and experience, and my ability to effectively communicate and collaborate with others in a team. I was only asked fundamental questions related my technical area of expertise. They did not bother me with questions asking for ennoying details related to some irrelevant concepts in my area of expertise. They showed respect for my credentials.
Do you follow the company stock price?
How do you check model performance?
Describe your thesis and why you chose it.
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