Quant Interview Questions

Do you have any experience of Quant job?
Discuss the method to test the data whether it’s normal or sample?
Describe the discount rate? What is the formula to calculate discount rate? Why is it so important?
Explain put call parity? Why is it importance in option pricing? How can you derive an expression for this?
Discuss the various assumptions to be considered in put call parity?
What do you understand by a Garch model? Where can you use this model? What are the assumptions and adjustments one make to use this model?
Explain the steps to implement Garch model in excel? Discuss the general formulation of Garch Model?
How can you implement the CAPM? Explain each of its variables? Can you use CAPM for real data?
What do you understand from Value of Risk? Discuss the VAR concept?
How can you derive the APT model? Discuss its criticism as well?