Round 1: simple Coding questions and finance questions: I.e what is an option, difference between tuple and list, central limit theorem Round 2: coding and technical- much more intense - with Singapore office
Quant Interview Questions
2,930 quant interview questions shared by candidates
What alternative data sets would I need to reconsturct your strategies?
What is MBS? Factors that affect MBS? Explain
OLS, multicolinearity, heteroskedasticity
First few rounds ask expectation questions. You have 100 cars at [0,1] speeds, and a block is when a fast car is stuck behind a slow car. expected number of blocks. Know basic ML in pytorch/numpy like trees, NNs, lin reg
What is the expected value of MAX(2 dicerolls)
1. DP questions 2. Coin flip questions
One brainteaser, and an academic-style probability problem
Given n points (x_i,y_i). Suppose we double these observations i.e. (2x_i, 2y_i). How will the regression parameters alpha, beta and sigma change for these 2n points as compared to original n points.
What is ridge regression? What is E[X| X>Y] assum X,Y iid normal
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