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Junior Quantitative Analyst interview questions shared by candidates

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Junior Quantitative Analyst was asked...14 September 2017

How does delta of a call vary with time?

Change from a S curve to a Z curve with decreasing time to maturity

Deep ITM -&gt; 0, Deep OTM .&gt;1

How do you delete a node in BST?

First identify some basic cases (leaf node, just has one side of tree) Then find the minimum value from the right subtree and replace the value of target node with value of that node. And delete the minimum value node by calling deleting on the right subtree Less

Can you please tell us about one of your previous projects (the next hour will be spend discussing it)

I spoke about my Master Thesis, in hindsight I would have preferred discussing a real life experience with real life problems, that would have been much more relevant to the role. Less

What would happen to the variance of whole data if the whole data is duplicated.

variance is a measure of how the data is distributed wrt the mean, so it will remain the SAME Less

If three points are randomly selected on the sides of a square, what is the probability that the triangle formed by the points contains the center of the square.

The probability is 1/4. If you fix the first point, and when the second point lands at a distance x from the first point (from the shorter side) the probability is x / 4. On average x will be equal to 1. Less