Quantitative Analyst Summer Intern Interview - Quantitative Research
1st Round was with an Associate at the Quantitative Research Team,
We walk through my resume and dive deep into my project on option pricing and econometrics. Also, some questions of option theory, like the Black-Scholes Model, are asked, e.g. what is no-arbitrage, why we need to price an option, and how the Greeks move when something happens. Lastly, some basic concepts of Python are tested, the low-level concept of dictionary & set, mutable and immutable objects, shadowing, cloning, etc.
2nd Round was with a Commando (Quant Dev). We go through the programming experience with past interns. A couple of simple questions focusing on the operating system are following up, e.g. Concurrency vs Parallism, what is thread-safe and how to ensure thread-safety. How to deal with a large amount of HTTP requests for an real time system. Lastly, we also discuss some AI development trends in the front office for trading.
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