Scribd
Upload
68 views

8 In-Depth Quantitative Analysis Questions

This document outlines potential interview questions for a quantitative analyst position. It includes questions in three categories: general questions about interest in the role and work experience, in-depth quantitative analysis questions testing expertise, and background questions about education and experience. Some example questions are about financial models like Black-Scholes, Greek terms, volatility concepts, and coding languages. Interviews may also involve quantitative puzzles or asking about past projects.

Uploaded by

Deepak Ahuja
Copyright
© © All Rights Reserved
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
68 views

8 In-Depth Quantitative Analysis Questions

This document outlines potential interview questions for a quantitative analyst position. It includes questions in three categories: general questions about interest in the role and work experience, in-depth quantitative analysis questions testing expertise, and background questions about education and experience. Some example questions are about financial models like Black-Scholes, Greek terms, volatility concepts, and coding languages. Interviews may also involve quantitative puzzles or asking about past projects.

Uploaded by

Deepak Ahuja
Copyright
© © All Rights Reserved
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
You are on page 1/ 2

Question

 Why are you interested in this position?


 What made you choose this line of work?
 Can you tell me about a time you overcame a challenge?
 What do you do if you fail at a task?
 What three words would you use to describe yourself?
 Where do you see yourself in the next five years?
 What qualities do you admire most in a coworker?
 Can you describe a time when you took on a leadership role?
 Who do you consider your mentor?
 Who do you admire and why?
 What is your idea of a great work environment?
 How would you explain your job to somebody who isn't in your field?
 How do you handle critique?
 Do you have any questions for me?

8 in-depth quantitative analysis questions


In-depth questions measure your expertise in the specific field of quantitative analysis.
These questions may involve a wide range of topics, including finance, statistics and
coding. The hiring manager may also ask you to solve mathematical logic puzzles or
brainteasers so they can measure your quantitative reasoning skills. Common in-depth
questions for quantitative analyst candidates include:

1. What is the Black-Scholes mathematical model? What is it used for?


2. What do "the Greeks" refer to in the Black-Scholes mathematical model? How do
they differ from each other?
3. What is realized volatility and how does it differ from implied volatility?
4. What is volatility arbitrage?
5. How would you estimate the number of cups of coffee consumed in this state
every year?
6. If I gave you a custom stock option, what would your process for valuing it be?
7. Describe a time when you developed a predictive model, either independently or
on a team. What did you learn from the process?
8. Have you ever led a team to develop a predictive model or perform another major
analytical task? Describe the experience.

10 questions about your quantitative analysis


experience and educational background
An interviewer may ask questions about your quantitative analysis experience and
educational background to get a better understanding of how you qualify for the role.
These questions often focus on your education, certifications or any other items from
your resume. Here are some commonly asked background and experience questions
for a quantitative analyst:

1. Why did you choose the school or program where you studied?
2. Tell me about your experience in the field. Did you complete any internships or
programs while pursuing your degree?
3. What roles have you previously held in finance?
4. How many total years of experience do you have in finance?
5. Do you have any certifications related to this position?
6. Which coding languages do you know?
7. What's your favorite aspect of working in quantitative analysis?
8. Tell me about a time you encountered a challenge in your quantitative analysis
work. How did you overcome the challenge?
9. How would you respond if your manager asked you to lead a team to complete a
project for an important client?
10. Describe a time when you either wrote code for a project or worked closely with
coders. What did you learn from the process?

1. Why did you pursue a career in quantitative analysis?

3. What is delta hedging?

You might also like