Quantitative Associate Interview Questions

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“At a party everyone shakes hands, 66 hand shakes occur, how many people are at the party?”

“There are two stocks with the same expected value, with variance 0.3 and 0.2 and correlation 0.5. What proportion of each stock do you invest in to yield a minimum risk portfolio?”

“Evaluate the integral from 0 to pi/6 of sec(x) dx.”

“If W is standard Brownian Motion, for what values of n is W^n still a martingale?”

“If implied volatility is lower than realized, how does one make money hedging a call option?”

“what is the other way of doing this?”

“You should always be prepared for math problems related to the topics you list on your resume. I was asked what the convergence rate of Monte Carlo simulation is.”

“How would you build a model to forecast the deposit rate/M2”

“All the questions are reasonable.”

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