I did one probability question with 3 small sub questions. The first two were easy but the third one really threw me off. He asked me about its probability distribution and the expected payoff.
Quant Analyst Interview Questions
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Resume questions and what I do at my current job
market, math and programming. What is virtual function?
What was the probability of getting a sequence of coins getting sequence of HHT before THH in infinite number of throws. useful to know markov chains and a betting question related to Kelly’s criterion.
Question on simulating random variables.
Assignent to extract zip file of an online URL that had Excel file inside and then clean the data and extract tables from the same file
1. what is the expected times of tossing the coins to get three heads in a row? (smart way is to use Markov process ) 2. sinx + x - 1 = 0, does the solution exist ? if yes, why it has solution and what is it. (I said the solution is close to be pi/2 by observing) 3. sth about ordinary least square, collinearity 4. one simple ODE question, what boundary conditions required to solve Y'' = 0 5. what algorithm used to find the first element greater than target in a sorted array ? The answer is binary search, you don't need to provide code. 6. There is another coding problem which I forgot.
What is a normal distribution and random number
what are the Logistic regression assumptions?
Math and finance concepts and calculations
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