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VegaPlus
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Joined: November 7th, 2008, 9:45 pm

The top 5 common interview questions you had

January 22nd, 2011, 5:28 pm

Hi,I know there are plenty of books and websites about frequently asked questions. But I'd appreciate if you guys could post here the top 5 technical questions you usually have. Please precise what kind of positions it was for and the level (if it was for an entry level / analyst / associate / experienced candidates). Do not include brainteasers As to me, here are my top 5 for front office quantitative analysts position (entry-level role but double MS/PhD required) :- How do you hedge a barrier option?- What numerical methods do you know to solve PDE, and what are the pros and cons for each one?- What is a virtual method in C++?- Stochastic calculus questions such as: compute P[W(t2) > 1 | W(t1) = 2] where W is a std brownian motion- What variance reduction techniques do you know?Please go on.
 
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tagoma
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Joined: February 21st, 2010, 12:58 pm

The top 5 common interview questions you had

January 24th, 2011, 7:34 pm

... could people go on ???
 
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LTrain
Posts: 1077
Joined: June 23rd, 2004, 6:42 pm

The top 5 common interview questions you had

January 25th, 2011, 7:00 pm

Five most common questions: 1. name2. address3. phone4. SSN5. todays dateBWHAHAHAHAAHA...........
 
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tu160
Posts: 363
Joined: October 23rd, 2007, 1:14 pm

The top 5 common interview questions you had

January 25th, 2011, 11:38 pm

Last edited by tu160 on December 9th, 2011, 11:00 pm, edited 1 time in total.
 
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mrmister
Posts: 225
Joined: August 15th, 2009, 4:33 pm

The top 5 common interview questions you had

January 26th, 2011, 4:33 am

I am pretty sure LTrain was joking. Nobody asks for your SSN, it is illegal.
 
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DevonFangs
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Joined: November 9th, 2009, 1:49 pm

The top 5 common interview questions you had

January 26th, 2011, 12:27 pm

Heston
 
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frenchX
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Joined: March 29th, 2010, 6:54 pm

The top 5 common interview questions you had

January 26th, 2011, 1:44 pm

Dupire equation
 
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bigbenny2010
Posts: 23
Joined: December 22nd, 2010, 4:13 pm

The top 5 common interview questions you had

January 26th, 2011, 4:59 pm

I think Qs strongly depend on the position. Technically stat or proba? Depend on the bank also
 
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finanzmaster
Posts: 112
Joined: March 11th, 2007, 1:04 pm

The top 5 common interview questions you had

February 2nd, 2011, 12:22 pm

junior level:1. Derive the BS Formula (one way is enough)2. What does "const" mean in C++? Are there ways to change the value of a const variable? Later, mid level:Tell us about your experience
Last edited by finanzmaster on February 1st, 2011, 11:00 pm, edited 1 time in total.
 
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DevonFangs
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Joined: November 9th, 2009, 1:49 pm

The top 5 common interview questions you had

February 2nd, 2011, 12:49 pm

QuoteOriginally posted by: finanzmasterjunior level:1. Derive the BS Formula (one way is enough)2. What does "const" mean in C++? Are there ways to change the value of a const variable? Later, mid level:Tell us about your experienceReally? My experience is different. Always asked to narrate my marvellous work experience (even for entry level [say something about work @ uni]), never to derive BS. If on-site, asked to debug a piece of C++ code.
 
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Cuchulainn
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The top 5 common interview questions you had

February 2nd, 2011, 12:54 pm

QuoteAre there ways to change the value of a const variable?'const variable' is a contradiction in terms. const ptrconst valueconst &Of course, some use no const at all
Last edited by Cuchulainn on February 1st, 2011, 11:00 pm, edited 1 time in total.
 
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DevonFangs
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Joined: November 9th, 2009, 1:49 pm

The top 5 common interview questions you had

February 2nd, 2011, 1:11 pm

QuoteOriginally posted by: CuchulainnQuoteAre there ways to change the value of a const variable?'const variable' is a contradiction in terms. Bother your're the best
 
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finanzmaster
Posts: 112
Joined: March 11th, 2007, 1:04 pm

The top 5 common interview questions you had

February 2nd, 2011, 1:21 pm

QuoteReally? My experience is different. Always asked to narrate my marvellous work experience (even for entry level [say something about work @ uni]), never to derive BS. If on-site, asked to debug a piece of C++ code.Well, of course even for a entry level position they asked what I have studied in the university and so on. But an ability to answer concrete questions (like "Derive BS") seemed to be decisive.For mid level, the previous experience seems to be primary. Moreover, as far as I heard, some guys applying for mid/senior positions [provocatively] refuse solving brainteasers/test, saying that they already passed all tests in the university.Of course everything is culture/country specific. My experience is for Germany
 
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ArthurDent
Posts: 1166
Joined: July 2nd, 2005, 4:38 pm

The top 5 common interview questions you had

February 5th, 2011, 9:04 am

Once you have the basic programming/math/finance skills down, everything technical you need in this business can be learnt on the job. But you have to be of the type that wants to learn at the job.Smart, Gets things Done, Curious, Willing to learn.As candidates sharpen their mathematical weaponry more and more, I find that the best interview questions (to ask) are the simpler ones -1. about what they should have learned from previous jobs - mr risk manager from Foobar capital, tell me why VaR is bad?2. from their field of study - mr phd in statistics, why is correlation inadequate?And then sit back and watch the candidate (implode).QuoteOriginally posted by: finanzmastersome guys applying for mid/senior positions [provocatively] refuse solving brainteasers/test, saying that they already passed all tests in the university.If you can't be bothered to answer an interview question, I don't think I can rely on you to shovel shit an hour before something has to go to a client. Good bye. Fails the "Gets things done" category.
Last edited by ArthurDent on February 4th, 2011, 11:00 pm, edited 1 time in total.
 
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Hansi
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Joined: January 25th, 2010, 11:47 am

The top 5 common interview questions you had

February 7th, 2011, 8:49 pm

The 6 Crappiest Interview Questions - The OatmealSounds like the crappiest are also the most common.
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