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      Quantitative Analyst Interview

      19 May 2025
      Anonymous interview candidate
      Amsterdam
      No offer
      Positive experience
      Difficult interview

      Application

      I applied online. The process took 2 weeks. I interviewed at BlockTech (Amsterdam) in Jun 2021

      Interview

      The interview process begins with a take-home quantitative assessment, where you’ll work through real-world data modeling, statistical analysis, and probability problems within a three-day window. Candidates who demonstrate strong analytical rigor are then invited to a half-day, on-site interview featuring technical case studies, quantitative brainteasers, and behavioral discussions with team members and hiring managers.

      Interview questions [1]

      Question 1

      They asked me to walk through how I’d calibrate a stochastic volatility model to market data and then evaluate its hedging performance.
      1 Answer

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