Given expected return and volatility of each asset, also given expected return of your portfolio, how to choose the weight on different assets to minimize the variance of your portfolio?
Quantitative Researcher Interview Questions
2,686 quantitative researcher interview questions shared by candidates
How would you come out a strategy idea?
Classic coin tosses Girsanov theorem
Expected number of times to throw a dice until all numbers have appeared; find det(e^A) and prove.
Questions about research, and about specific parameters used etc. Very fishy.
Was given a coding challenge first
Not sure as the interview never happened.
Are you available to attend in-person interview
first will be on probability problem, relevant to the uniform distribution. then, there will be some brain teaser questions. After that, they will go through your resume, find something relevant to quant, and ask some deep questions
Coding (OOP principles, class). A few key concepts and methods
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