Prop Trading Interview Questions for Quant Analysts
The same round is marked differently depending on the seat you are interviewing for. This is the prop trading set as it applies to quant analysts.
31 questions, all free to practise. The split is 13 easy, 18 medium. The topics that come up most are finance & derivatives (11), statistics (9), probability (7), combinatorics (4).
- A hundred days of compoundingEasyBrainteasersFinance & DerivativesView →
- A perfect-power dice sumEasyProbabilityCombinatoricsView →
- A repeated digit in the PINEasyProbabilityCombinatoricsView →
- A two-sigma tail probabilityEasyRandom VariablesStatisticsView →
- Chi-square test for a varianceEasyStatisticsView →
- Divisible by 2 or 3EasyCombinatoricsView →
- Net P&L of a two-leg book from DV01EasyFinance & DerivativesView →
- R-squared when you duplicate every pointEasyStatisticsView →
- Regressing with zero covarianceEasyRandom VariablesStatisticsView →
- Settlement on a pay-fixed FRAEasyFinance & DerivativesView →
- Sharing your weekday of birthEasyProbabilityView →
- Sharpe of two combined uncorrelated strategiesEasyStatisticsFinance & DerivativesView →
- Two heads given an even countEasyProbabilityConditional Probability & ExpectationView →
- A family clustered at a round tableMediumCombinatoricsView →
- Both even given an even sumMediumProbabilityConditional Probability & ExpectationView →
- Diversified VaR of two positionsMediumStatisticsFinance & DerivativesView →
- Duration-plus-convexity price moveMediumFinance & DerivativesView →
- Integral by substitution: 2x e^(x^2)MediumCalculusView →
- Joint default rangeMediumProbabilityFinance & DerivativesView →
- Macaulay duration of a coupon bondMediumFinance & DerivativesView →
- OLS slope from four pointsMediumStatisticsView →
- Par swap rate definitionMediumFinance & DerivativesView →
- Pricing a coupon bond off the spot curveMediumFinance & DerivativesView →
- Reducing a matrix power with Cayley–HamiltonMediumLinear AlgebraView →
- The painted cubeMediumBrainteasersView →
- The profitable range of a short strangleMediumFinance & DerivativesView →
- Two-sided p-value of a mean testMediumStatisticsView →
- Variance of a compound daily totalMediumRandom VariablesView →
- Variance of coins-per-die headsMediumRandom VariablesStatisticsView →
- When does the system fail to have a unique solution?MediumLinear AlgebraView →
- Whose draw is larger?MediumProbabilityView →
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