What is VaR ?
Senior Quantitative Analyst Interview Questions
88 senior quantitative analyst interview questions shared by candidates
Do you have experience in Economic Capital Modelling?
What was the investment philosophy behind the strategy you helped manage before?
Variable selection process where data have large number of variables.
Why did you chose npower?
Don't want to give away the task but effectively - "provide WDW prices for a new type of league within an established sport given these parameters"
What are the risk factors affecting the VaR of a trading book of options?
Given interest rate being negative, which model should I use, a lognormal with shift or a normal?
How could you calculate the area of the circle numerically?
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