Quantitative Associate Interview Questions | Glassdoor

Quantitative Associate Interview Questions


Quantitative associate interview questions shared by candidates

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

9 Answers


requires explanation

it's not 12, it's 11

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?

4 Answers

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

3 Answers

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

3 Answers

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.

1 Answer

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

2 Answers

what is the other way of doing this?

1 Answer

o What is the full form of SABR (Volatility calibration model)? Why is it so popular?

1 Answer
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