Quant interview questions

1,322 questions · page 9 of 34

• A stock at $60 declares a three-for-two split. What happens to the strike of a $60 call?Markets and products · Applied
• A target trades at $47 against a $50 all-cash offer, and would fall to $38 if…Markets and products · Applied
• Why would a fund express a broad equity view with an index future rather than…Markets and products · Applied
• You have pitched a long with a thesis, a catalyst and a target.Markets and products · Applied
• A company has a constant default intensity of 2% a year and bondholders expect…Markets and products · Applied
• Front-month crude trades at $70 and the next month at $72.Markets and products · Applied
• A crypto perpetual future is trading well above the spot index.Markets and products · Applied
• An equity ETF trades at a 0.6% premium to the value of its underlying basket.Markets and products · Applied
• Why do equity ETFs usually distribute fewer capital gains to holders than…Markets and products · Applied
• An acquirer offers 0.5 of its own shares for each target share.Markets and products · Applied
• A company’s shares trade at $10.Markets and products · Applied
• How are listed equity options typically adjusted for dividends?Markets and products · Applied
• Using the original Taylor rule, i = r*+π+0.5(π−π*)+0.5 y, with a neutral real…Markets and products · Applied
• The policy rate is 4.50%.Markets and products · Applied
• What is the main channel through which quantitative easing lowers long-term…Markets and products · Applied
• Long-Term Capital Management collapsed in 1998. What best describes why?Markets and products · Applied
• On 6 May 2010 US equities fell several percent and recovered within minutes.Markets and products · Applied
• In January 2015 the Swiss franc rose by around a fifth against the euro within minutes.Markets and products · Applied
• Reading the curve, part 2 of 3Markets and products · Applied
• An ETF trading rich, part 2 of 3Markets and products · Applied
• A leveraged ETF in a choppy market, part 2 of 3Markets and products · Applied
• Pricing a deal spread, part 2 of 3Markets and products · Applied
• A bond ETF trades at a 3% discount to its stated net asset value during a selloff.Markets and products · Advanced
• In February 2018 several inverse-VIX products lost almost all their value in a day.Markets and products · Advanced
• A stock enters an index at 0.1% weight.Markets and products · Advanced
• A heavily shorted small-cap rises several hundred per cent in days.Markets and products · Advanced
• In April 2020 the front WTI crude contract settled below zero. What made that possible?Markets and products · Advanced
• A 3 × daily leveraged ETF tracks an index with 20% annual volatility.Markets and products · Advanced
• In late September 2022 long-dated UK gilt yields rose so fast that the Bank of…Markets and products · Advanced
• Reading the curve, part 3 of 3Markets and products · Advanced
• An ETF trading rich, part 3 of 3Markets and products · Advanced
• A leveraged ETF in a choppy market, part 3 of 3Markets and products · Advanced
• Pricing a deal spread, part 3 of 3Markets and products · Advanced
• At 8% a year compounded annually, roughly how many years does money take to double?Time value, rates and linear products · Foundation
• A ten-year zero-coupon bond yields 5% annually.Time value, rates and linear products · Foundation
• A project costs $100 today and pays $60 at the end of each of the next two years.Time value, rates and linear products · Foundation
• What happens to the basis – spot minus futures – as a futures contract approaches expiry?Time value, rates and linear products · Foundation
• A loan charges 12% a year compounded monthly.Time value, rates and linear products · Foundation
• A cash flow of $5 arrives in one year and then grows at 3% a year forever.Time value, rates and linear products · Foundation
• A bond pays a 6% coupon semiannually on $100 face.Time value, rates and linear products · Foundation