The interviews were fairly casual discussions of my current and planned future research projects. Plan to describe your research in detail, provide details about your intended specialization at AIR, and articulate a vision for your area - where is the current need? Where are there gaps in knowledge? In one interview, I was also asked to think through a research strategy for an ongoing project.
Black Scholes Option Pricing Model, Volatility Skew and Smile, Term Structure.
Q: what is the better choice to win: take one 20-sided dice or three 6-sided dice? Q: what if there are the enemy with two 20-sided dice which get maxima from two tries? what choice would you prefer?
For a n*n grid How many points are on the edges How many segments are there in total Suppose people on edges move into the center. How much time will it take
The classic ‘Airplane’ brain teaser problem. A drunk boards an airplane and sits down in a random seat. Each passenger boarding after the drunk sits in their assigned seat or picks at random if their seat is taken. What is the probability that the last passenger boarding will be able to sit in their assigned seat?
describe a conflict you had to deal with
Probability and stats questions. One was about analyzing a recursive algorithm
What do you expect to do as a quantitative researcher?
Why trading? What's your biggest achievement?
How and why did you define the metrics the way you did
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