Quant Interview Questions

(Posted anonymously by job candidates)

50 Interview Questions: 3140 of 50 Sort by  

Nov 22, 2010

Interview Question for Anonymous at Jane Street:

“suppose you have a perfectly round disk. You put three legs randomly on this disk to form a table. Supposing the legs are perfectly perpendicular to the disk and are attached to the disk firmly, what…”


Nov 22, 2010

Interview Question for Anonymous at Jane Street:

“suppose you, player A, player B are in a tennis tournament. Player A has a better chance of beating you than player B does. If you would like to maximize your chance of winning two games in a row…”


Nov 22, 2010

Interview Question for Anonymous at Jane Street:

“suppose you live in middle town, your mom lives in downtown while your girl friend lives in uptown. You take subway to have dinner with either your mom or your girl friend every night. You always the…”


Nov 22, 2010

Interview Question for Anonymous at Jane Street:

“estimate how many gallons of gas are consumed in US per week”


Nov 17, 2010

Interview Question for Anonymous at Belvedere Trading:

“race a car two round, first one at 100 mph, second for 200 mph. What is the average speed?”


Nov 17, 2010

Interview Question for Anonymous at Belvedere Trading:

“what causes volatility smile?”


Nov 14, 2010

Interview Question for Anonymous at State Street:

“what is the influence to R square when more independent variables are added to the regression model”


Sep 22, 2010

Interview Question for Anonymous at University of Southern California:

“does 0 correlation imply independence? give an example”


Aug 23, 2010

Interview Question for Anonymous at Marshall Wace North America:

“Two ropes that take 30 minutes each to burn, but which burn at irregular rates. Using as many matches as necessary, how do you time 45 minutes?”


Jul 20, 2010

Interview Question for Anonymous at Chicago Trading Company:

“What is Ito's Lemma? What is RN Derivative?”