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Run a Monte Carlo simulation for retirement drawdowns using historical volatility and inflation.
Quantitative, Wealth Management, Advanced
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Build a discounted cash flow model for a private business owned by a client.
Quantitative, Wealth Management, Advanced
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Optimize tax-loss harvesting for a multi-account setup under wash-sale constraints.
Quantitative, Wealth Management, Pro
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A client requests a $500,000 loan at 6% for 3 years. Calculate total interest.
Quantitative, Commercial Banking, Beginner
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What is the DSCR (Debt Service Coverage Ratio) if EBITDA is $200k and debt service is $150k?
Quantitative, Commercial Banking, Beginner
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Evaluate a loan's NPV given cash flows and a 7% discount rate.
Quantitative, Commercial Banking, Intermediate
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Stress test a loan portfolio’s performance under a 2% interest rate shock and 1.5x default rate increase.
Quantitative, Commercial Banking, Advanced
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Estimate credit loss using probability of default, loss given default, and exposure at default.
Quantitative, Commercial Banking, Advanced
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Price a synthetic loan securitization and compute the tranche spread under different scenarios.
Quantitative, Commercial Banking, Pro
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Calculate EV/EBITDA given EV = $300M and EBITDA = $30M.
Quantitative, Private Equity, Beginner
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What’s the IRR of a $1M investment turning into $2M over 3 years?
Quantitative, Private Equity, Beginner
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Build a simple 5-year LBO model and compute MoM and IRR.
Quantitative, Private Equity, Intermediate
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Build a return bridge from entry to exit for a PE deal with margin improvement and deleveraging.
Quantitative, Private Equity, Advanced
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Build an operating model for a platform acquisition and simulate synergies across add-ons.
Quantitative, Private Equity, Pro
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What is the standard deviation of a series of daily returns?
Quantitative, Hedge Funds, Beginner
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Compute simple and logarithmic returns on a stock over a month.
Quantitative, Hedge Funds, Beginner
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Create a backtest for a moving average crossover strategy and compute max drawdown.
Quantitative, Hedge Funds, Intermediate
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Calculate the alpha of a strategy vs. a benchmark using regression.
Quantitative, Hedge Funds, Intermediate
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Estimate portfolio VaR using historical simulation and stress testing.
Quantitative, Hedge Funds, Advanced
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Construct a long/short equity model with exposure neutrality and use linear optimization.
Quantitative, Hedge Funds, Advanced