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TheCorpFinanceQuant
Topic Author
Posts: 3
Joined: May 16th, 2019, 8:52 pm

Quant Commodities Interview questions

July 10th, 2019, 6:04 am

HI All,

I have a quant analyst interview with Macquarie for commodities, but what kind of questions should I expect? Honestly, I do not know much about the asset class, but I don't think there's as much of a quantitative nature to it? I could be incredibly wrong...
 
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DavidJN
Posts: 1724
Joined: July 14th, 2002, 3:00 am

Re: Quant Commodities Interview questions

July 10th, 2019, 4:11 pm

You might be underestimating the difficulty of working in that asset class. At the risk of being less than scientific, I recall more commodity desk blowups than in other asset classes. Commodities are notoriously difficult to model and hedge because of evident price gapping behaviour, the markets are highly political and subject to big time macro event risk. The major risk current in energy commodities would probably be the lunatic fringe in the White House and their wish to destroy the government of Iran.  
 
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tagoma
Posts: 18254
Joined: February 21st, 2010, 12:58 pm

Re: Quant Commodities Interview questions

July 10th, 2019, 9:34 pm

"quant analyst" is quite generic. How was the position described in the job ad? Can't you try to guess from it?
BTW you probably discussed with some HH or anyone else to land that job interview. Why didn't you ask her/him hints on what would follow?
You applied for a job in a field you explain having no knowledge of and no apparent interest for. Why did you even apply?
It seems difficult to be more un-prepared for a job interview than you are.
Good luck!
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