150 Most Frequently Asked Questions On Quant Interviews _hot_ -

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This list covers ~90% of the question types seen in Tier 1 quant interviews. Master these, and you will be well-prepared.

| # | Question | Difficulty | Key Idea | |---|----------|------------|-----------| | 101 | What is a martingale? | ★★★ | E[X_n+1 | F_n] = X_n | | 102 | What is Brownian motion? | ★★ | Continuous, Gaussian increments, independent | | 103 | What is a Poisson process? | ★★ | Exponential interarrival times | | 104 | What is a random walk? | ★ | S_n = X_1 + … + X_n | | 105 | What is the difference between AR(1) and MA(1)? | ★★ | AR uses past values, MA uses past errors | | 106 | What is stationarity? | ★ | Mean and variance constant over time | | 107 | What is a unit root? | ★★★ | Non-stationary, e.g., random walk | | 108 | What is the autocorrelation function? | ★ | Correlation with lagged self | | 109 | What is the Wiener process? | ★★ | Another name for Brownian motion | | 110 | What is Itô’s lemma? | ★★★ | Stochastic chain rule | | 111 | What is a stopping time? | ★★ | Decision rule based on info up to now | | 112 | What is the reflection principle for Brownian motion? | ★★★ | P(sup > a) = 2P(B_t > a) | | 113 | What is the Markov property? | ★ | Future independent of past given present | | 114 | What is a Kalman filter? | ★★★ | Recursive Bayesian estimation | | 115 | What is GARCH? | ★★★ | Volatility clustering model | 150 Most Frequently Asked Questions On Quant Interviews

Use a timer when solving the 150 questions to mimic the fast-paced environment of a live interview.

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Use this as a roadmap: drill the fundamentals, practice coding and math under time pressure, and learn to communicate trade-offs and intuition as fluently as you show technical skill.

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Efficient data structures, C++ memory management, and Python optimization [2, 5]. Finance Theory: