Quantitative Analyst Interview Questions | Glassdoor

# Quantitative Analyst Interview Questions

567

Quantitative analyst interview questions shared by candidates

## Top Interview Questions

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### Quantitative Research Analyst at Acumen was asked...

Sep 20, 2011
 Why are you interested in Acumen?1 AnswerI answered that the possibility of meaningfully influencing policy was exciting.

Sep 20, 2011

### Quantitative Analyst at Citi was asked...

Oct 18, 2010
 empty class size1 AnswerNot zero. Compiler specific. Usually char = 1Byte

### Quantitative Analyst at MIT was asked...

Nov 22, 2010
 When can the yield go negative1 AnswerWhen the there is inflation.

### Quantitative Analyst at MIT was asked...

Nov 22, 2010
 What is the yield of a treasury bond1 AnswerIt is the average interest in which the price of the bond is recovered

### Quantitative Analyst at J.P. Morgan was asked...

Aug 17, 2010
 How would you estimate pi?2 Answers3,14Classic question you can find in the hull. Recall that Pi was initially computed (millenaries ago) to capture the difference between the length (or surface or higher order integrals such as volume...) of a circular shape and a linear shape. Taking a unitary side square, it has a unit surface (1*1) as well whereas the circle inside has a 1/2 radius and therefore a surface of Pi * (1/2)^2 = Pi / 4. So if you are drawing unformely distributed 2 dimensional vectors in the range [0,1]x[0,1] = points in the unit square and you are subsequently counting those points lying inside the circle versus the overall number of points drawn, the ratio will converge towards Pi/4

### Quantitative Analyst at Knight Capital was asked...

Apr 17, 2015
 At some point in time there are N cars moving on the same direction on a one-lane road. Their speeds form a random sample of some continuous distribution. Each car will move at its current speed unless it reaches another (slower) car, at which point it will slow down to the speed level of the slower car. What is the expected number of car clusters that will be observed in the long run? 2 AnswersSolve the problem for the cases N=1 and N=2, then use conditional expectations to derive a recursive equation to compute the general case by induction.f(n)=(f(n-1)+1)/n+(n-1)f(n-1)/n with f(1)=1

### Quantitative Product Analyst at Yammer was asked...

Feb 10, 2012
 Probability/brainteaser type questions1 AnswerDo you remember any specific technical questions they asked?

### Quantitative Analyst at Chatham Financial was asked...

Sep 3, 2013
 how would you explain Taylor expansion to someone who doesn't know any math at all...1 Answeri learned a lot from this interview question. use your imagination!

### Quantitative Risk Manager Analyst at CME Group was asked...

Jan 12, 2011
 How would you model an FX swap?1 Answermodel the cross rate, as well as the 2 yield curves
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