Quantitative Analyst Interview Questions in Dublin, Ireland | Glassdoor

# Quantitative Analyst Interview Questions in Dublin, Ireland

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## Top Interview Questions

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### Quantitative Risk Analyst at Allied Irish Banks was asked...

Sep 20, 2015
 What do you see as the major obstacles facing the Greek economy?1 AnswerI mentioned that the closure of the banks and the extreme left wing party that were in power at the time meant that there would be a long road to recovery and that within the euro they were too constrained to implement policies to help them turn it around.

### Quantitative Analyst at Susquehanna International Group (SIG) was asked...

Aug 11, 2016
 Roulette table, numbered 1,2,3,4,5. Each roll, you are awarded cash at the value rolled. if you roll 50 times, what are the chances of receiving more than \$170?4 Answersassume normal distribution, calculate standard deviation, 170 is 2 sd's from the mean value of 150.If X is the distribution of awarded cash of one roll, E[X] = 3, Var(X) = 2, Std(X) = sqrt(2). Then for Y = 50X, we have E[Y] = 150, Var(Y) = 5000, Std(Y) = 50*sqrt(2) Then we can calculate the Z score of 170, and use the normal distribution graph to read the one tail probability, and calculate accordingly.The mean and standard deviation (population) of 1 roll is 3 and sqrt(2). Multiplying by 50 gives a mean of 150 and std dev of 50*sqrt(2). Now you need a truncated normal distribution. What you could do is enforce that the integral of the normal distribution from 50 to 250 (min and max winnings) = 1, and the integrated the a scaled normal distribution from 170 to 250 for the probability of winning \$170 or more.Show More ResponsesV(X_1 + ... + X_50) = sum C(X_i, X_j) = sum V(X_i) = 50 V(X_i). V(X_i) = 11 - 3^2 = 2, so V(X_1 + ... + X_50) = 100, so standard deviation is 10, so answer is 2.5%.

### Quantitative Analyst at Irish Life was asked...

Feb 23, 2017
 1. You are the captain of a submarine. You have two torpedoes . Each torpedo hits a ship independently with probability 1/3. What's the probability you will hit a ship? 2. Write down a sorting algorithm using the language which you are familiar with. 3. Teamwork 4. Describe geometric brownian motion and a mean-reverting stochastic process 5. Compare European options and Asian options, which one has higher value?Be the first to answer this question
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