How to implement a rolling mean and variance of a data stream in O(1)
Quantitative Researcher Interview Questions
2,686 quantitative researcher interview questions shared by candidates
Why do you apply for this role?
Given a number, return whether it can be represented as the sum of 2 or more consecutive numbers.
leetcode coding problem. 2D dynamic programming.
Leetcode medium level question about sorting
Can't share. Mostly about research on stochastic processes and machine learning.
- Asked open ended question “talk about something in maths you are interested in” and then informal conversation from there. - More structured question something like given dataset A and B, how would you approach answering the question “what is current market regime” using said data. (Something along those lines) - After answering above, more about coding/implementation “how would you actually implement what you have just described”
Why are you interested in Citadel and quant position?
in-depth understanding of lasso vs ridge; boosting vs random forest; coding question is not the typical leetcode question, but something related to the stock moving average.
What is the difference between OLS and Ridge regression?
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