Finance & Derivatives Interview Questions for Quant Researchers
Quant Researchers get asked finance & derivatives differently from other quant roles - the emphasis shifts with what the job actually does. This is that slice.
40 questions, 10 of them free to practise right now. The split is 3 easy, 34 medium, 3 hard.
- American early exerciseEasyFinance & DerivativesView →
- Break-even move after a round tripEasyFinance & DerivativesView →
- Sharpe of two combined uncorrelated strategiesEasyStatisticsFinance & DerivativesView →
- How much a control variate helpsMediumFinance & DerivativesProgramming & DSAView →
- Minimum-variance weightsMediumStatisticsFinance & DerivativesView →
- Pricing a digital from a call spreadMediumFinance & DerivativesView →
- Put–call parity with a dividendMediumFinance & DerivativesView →
- Rehedging a book after a moveMediumFinance & DerivativesView →
- Mean of a mean-reverting processHardStochastic ProcessesFinance & DerivativesView →
- Reading N(d₂) in Black–ScholesHardFinance & DerivativesView →
- A mean-reverting processMediumStochastic ProcessesFinance & Derivatives Premium
- Arbitraging a mispriced forward loanMediumFinance & Derivatives Premium
- Back out the market premium, then price a stockMediumStatisticsFinance & Derivatives Premium
- Cash-and-carry arbitrageMediumFinance & Derivatives Premium
- Cash-and-carry arbitrage profitMediumFinance & Derivatives Premium
- Conversion arbitrage from a parity violationMediumFinance & Derivatives Premium
- Convexity correction signMediumFinance & Derivatives Premium
- Delta of a straddleMediumFinance & Derivatives Premium
- Diversified VaR of two positionsMediumStatisticsFinance & Derivatives Premium
- Duration-plus-convexity price moveMediumFinance & Derivatives Premium
- Equivalent continuously-compounded rateMediumFinance & Derivatives Premium
- Finite-difference stabilityMediumFinance & DerivativesProgramming & DSA Premium
- Forward vs. futures priceMediumFinance & Derivatives Premium
- Gamma and rehedging P&LMediumFinance & Derivatives Premium
- Implied dividend yield from a forwardMediumFinance & Derivatives Premium
- Joint default rangeMediumProbabilityFinance & Derivatives Premium
- Macaulay duration of a coupon bondMediumFinance & Derivatives Premium
- Marking a seasoned forwardMediumFinance & Derivatives Premium
- Minimum-variance portfolio weightMediumStatisticsFinance & Derivatives Premium
- No-arbitrage call boundsMediumFinance & Derivatives Premium
- Par swap rate definitionMediumFinance & Derivatives Premium
- Put–call parity arbitrageMediumFinance & Derivatives Premium
- Risk-neutral up probabilityMediumStochastic ProcessesFinance & Derivatives Premium
- Scaling vega across maturitiesMediumFinance & Derivatives Premium
- Short-rate modelsMediumStochastic ProcessesFinance & Derivatives Premium
- Sizing an index-futures hedge in contractsMediumStatisticsFinance & Derivatives Premium
- Variance of a lognormalMediumRandom VariablesFinance & Derivatives Premium
- Variance-minimizing hedgeMediumProbabilityStatistics Premium
- Volatility smile meaningMediumStatisticsFinance & Derivatives Premium
- Pricing an inverse floaterHardFinance & Derivatives 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.