Quantitative Finance Interview Questions | Glassdoor

Quantitative Finance Interview Questions


Quantitative finance 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

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

3 Answers

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

3 Answers

In a set of cereals, there are 4 kinds of coupons. A child wants to collect all the 4 kinds of coupons. How many boxes in average should he buy?

3 Answers

Say you have one bacterium now. In any minute, each living one has a quarter chance of dieing, a quarter of staying still, a quarter of splitting into 2, and a quarter of splitting into 3. What is the probability of this species dieing out finally.

3 Answers

Starting at 0.0.0 going to 3.3.3 and you can only move right, up or forward. How many paths are there to 3.3.3?

1 Answer

How do you forecast deposits? What distribution do you assume?

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