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, 15 of them free to practise right now. 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 →
- OLS slope from four pointsMediumStatisticsView →
- The profitable range of a short strangleMediumFinance & DerivativesView →
- Whose draw is larger?MediumProbabilityView →
- Two heads given an even countEasyProbabilityConditional Probability & Expectation Premium
- A family clustered at a round tableMediumCombinatorics Premium
- Both even given an even sumMediumProbabilityConditional Probability & Expectation Premium
- Diversified VaR of two positionsMediumStatisticsFinance & Derivatives Premium
- Duration-plus-convexity price moveMediumFinance & Derivatives Premium
- Integral by substitution: 2x e^(x^2)MediumCalculus Premium
- Joint default rangeMediumProbabilityFinance & Derivatives Premium
- Macaulay duration of a coupon bondMediumFinance & Derivatives Premium
- Par swap rate definitionMediumFinance & Derivatives Premium
- Pricing a coupon bond off the spot curveMediumFinance & Derivatives Premium
- Reducing a matrix power with Cayley–HamiltonMediumLinear Algebra Premium
- The painted cubeMediumBrainteasers Premium
- Two-sided p-value of a mean testMediumStatistics Premium
- Variance of a compound daily totalMediumRandom Variables Premium
- Variance of coins-per-die headsMediumRandom VariablesStatistics Premium
- When does the system fail to have a unique solution?MediumLinear Algebra Premium
Widen the search
This set is a slice of two larger ones. If it is too narrow, start here instead:
Practise these free
Create a free account to check your answers, track what you have solved, and run the timed simulators. Premium unlocks a full worked solution for every question.