Describe a quantitative market model you built

You are interviewing for a quantitative/market-facing role.

Answer the following prompts:

1. Quantitative model experience: Describe a quantitative model you have built or used to analyze market data. Include:
   • The problem it solved and who used the output
   • The data sources and key features/signals
   • The methodology (e.g., time-series, factor model, statistical arbitrage, risk model)
   • How you validated it (backtesting/evaluation), and what success looked like
   • The model’s key assumptions and where it can fail
2. Transferability: How do you apply your understanding of markets and quantitative analysis to other fields or areas of interest? Provide 1–2 concrete examples.
3. Industry perspective: Share your thoughts on the future of quantitative finance and its role in the global economy (opportunities, risks, and what changes you expect).