Finance & Derivatives Interview Questions for Quant Analysts
Quant Analysts get asked finance & derivatives differently from other quant roles - the emphasis shifts with what the job actually does. This is that slice.
25 questions, all free to practise. The split is 10 easy, 15 medium.
- A hundred days of compoundingEasyBrainteasersFinance & DerivativesView →
- Break-even move after a round tripEasyFinance & DerivativesView →
- Butterfly spread maximum profitEasyFinance & DerivativesView →
- Comparing implied vols from two quotesEasyFinance & DerivativesView →
- Net P&L of a two-leg book from DV01EasyFinance & DerivativesView →
- Present value of a deferred growing perpetuityEasyFinance & DerivativesView →
- Repricing a bond after a yield jumpEasyFinance & DerivativesView →
- Settlement on a pay-fixed FRAEasyFinance & DerivativesView →
- Sharpe of two combined uncorrelated strategiesEasyStatisticsFinance & DerivativesView →
- Valuing a level perpetuityEasyFinance & DerivativesView →
- Arbitraging a coupon bond against zerosMediumFinance & DerivativesView →
- Back out the market premium, then price a stockMediumStatisticsFinance & DerivativesView →
- Calendar spread intuitionMediumFinance & DerivativesView →
- Convexity correction signMediumFinance & DerivativesView →
- Delta-hedge a two-leg option bookMediumFinance & DerivativesView →
- Diversified VaR of two positionsMediumStatisticsFinance & DerivativesView →
- Duration-plus-convexity price moveMediumFinance & DerivativesView →
- Equivalent continuously-compounded rateMediumFinance & DerivativesView →
- Joint default rangeMediumProbabilityFinance & DerivativesView →
- Macaulay duration of a coupon bondMediumFinance & DerivativesView →
- Minimum-variance portfolio weightMediumStatisticsFinance & DerivativesView →
- Par swap rate definitionMediumFinance & DerivativesView →
- Pricing a coupon bond off the spot curveMediumFinance & DerivativesView →
- Sizing an index-futures hedge in contractsMediumStatisticsFinance & DerivativesView →
- The profitable range of a short strangleMediumFinance & DerivativesView →
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