Medium Quant Analyst Interview Questions
Everything asked of quant analysts, filtered to the medium end - useful for calibrating where you actually are.
85 questions, all free to practise. The topics that come up most are statistics (31), random variables (15), finance & derivatives (15), brainteasers (13).
- A CLT tail probabilityMediumStatisticsView →
- A difference of three normalsMediumRandom VariablesStatisticsView →
- A family clustered at a round tableMediumCombinatoricsView →
- A relay team with a feudMediumCombinatoricsView →
- Ants on a stickMediumBrainteasersView →
- Arbitraging a coupon bond against zerosMediumFinance & DerivativesView →
- Average salary, kept privateMediumBrainteasersStatisticsView →
- Back out the market premium, then price a stockMediumStatisticsFinance & DerivativesView →
- Bayes: did it rain?MediumConditional Probability & ExpectationStatisticsView →
- Both even given an even sumMediumProbabilityConditional Probability & ExpectationView →
- Calendar spread intuitionMediumFinance & DerivativesView →
- Clock hands overlapMediumBrainteasersView →
- Common divisors of the squaresMediumProgramming & DSAView →
- Confidence interval with the right pivotMediumStatisticsView →
- Convexity correction signMediumFinance & DerivativesView →
- Correlation of two face-countsMediumProbabilityStatisticsView →
- Covariance from a triangular densityMediumRandom VariablesStatisticsView →
- Definite integral of x e^x on [0,1]MediumCalculusView →
- Delta-hedge a two-leg option bookMediumFinance & DerivativesView →
- Disease test (Bayes)MediumConditional Probability & ExpectationStatisticsView →
- Diversified VaR of two positionsMediumStatisticsFinance & DerivativesView →
- Double integral of x + y over the unit squareMediumCalculusView →
- Duration-plus-convexity price moveMediumFinance & DerivativesView →
- Empirical rule between two scoresMediumStatisticsView →
- Equivalent continuously-compounded rateMediumFinance & DerivativesView →
- Expected sum given both evenMediumConditional Probability & ExpectationExpected ValueView →
- Filling a pool with the drain openMediumBrainteasersView →
- Four distinct birth monthsMediumProbabilityCombinatoricsView →
- Fox, goose, beans crossingMediumBrainteasersView →
- Frog in the wellMediumBrainteasersView →
- How many trials to poll a proportionMediumRandom VariablesStatisticsView →
- Identical balls, no empty boxMediumCombinatoricsView →
- Implicit differentiation on a circleMediumCalculusView →
- Integral by substitution: 2x e^(x^2)MediumCalculusView →
- Joint default rangeMediumProbabilityFinance & DerivativesView →
- Keeping a couple togetherMediumCombinatoricsView →
- Length of a projectionMediumLinear AlgebraView →
- Long-run share of a two-state chainMediumLinear AlgebraView →
- Macaulay duration of a coupon bondMediumFinance & DerivativesView →
- Math books stay togetherMediumCombinatoricsView →
- Maximum variance on an intervalMediumRandom VariablesStatisticsView →
- Mean over variance of a nested uniformMediumProbabilityRandom VariablesView →
- Mean value theorem for x^2MediumCalculusView →
- Minimum-variance portfolio weightMediumStatisticsFinance & DerivativesView →
- OLS slope from four pointsMediumStatisticsView →
- Par swap rate definitionMediumFinance & DerivativesView →
- Paths dodging a closed intersectionMediumCombinatoricsView →
- Poisson thinning: exactly two large ordersMediumRandom VariablesView →
- Pricing a coupon bond off the spot curveMediumFinance & DerivativesView →
- Prime sumMediumProbabilityView →
- Reading an R²MediumStatisticsView →
- Reducing a matrix power with Cayley–HamiltonMediumLinear AlgebraView →
- Regression to the meanMediumBrainteasersStatisticsView →
- Sizing an index-futures hedge in contractsMediumStatisticsFinance & DerivativesView →
- Smallest value of a quadratic formMediumLinear AlgebraView →
- Splitting a merged Poisson totalMediumStochastic ProcessesView →
- Squares on a chessboard, tilted ones includedMediumCombinatoricsBrainteasersView →
- Sum and difference of perfectly correlated variablesMediumRandom VariablesStatisticsView →
- Sum of multiples of 3 or 5MediumBrainteasersView →
- Swapping the regression variablesMediumStatisticsView →
- The German tank problemMediumExpected ValueStatisticsView →
- The cab problemMediumProbabilityConditional Probability & ExpectationView →
- The missing dollarMediumBrainteasersView →
- The painted cubeMediumBrainteasersView →
- The pile that always leaves oneMediumBrainteasersView →
- The profitable range of a short strangleMediumFinance & DerivativesView →
- Three-jug measuringMediumBrainteasersView →
- Two face cardsMediumProbabilityCombinatoricsView →
- Two positive testsMediumProbabilityConditional Probability & ExpectationView →
- Two reds in a row from a shrinking urnMediumProbabilityConditional Probability & ExpectationView →
- Two-sided p-value of a mean testMediumStatisticsView →
- Uncorrelated but dependentMediumRandom VariablesStatisticsView →
- Variance of a compound daily totalMediumRandom VariablesView →
- Variance of a sum drawn without replacementMediumRandom VariablesView →
- Variance of a two-regime returnMediumRandom VariablesStatisticsView →
- Variance of an aggregate Poisson totalMediumRandom VariablesStochastic ProcessesView →
- Variance of coins-per-die headsMediumRandom VariablesStatisticsView →
- Variance of hearts in eight cardsMediumCombinatoricsStatisticsView →
- Variance of the larger of two diceMediumRandom VariablesStatisticsView →
- When a biased estimator winsMediumRandom VariablesStatisticsView →
- When does the system fail to have a unique solution?MediumLinear AlgebraView →
- Which machine made the defect?MediumConditional Probability & ExpectationStatisticsView →
- Whose draw is larger?MediumProbabilityView →
- Why covariance matrices are PSDMediumStatisticsLinear AlgebraView →
- Why divide by n−1?MediumStatisticsView →
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