They asked me to explain how I would price a coin flip game with asymmetric payouts and to discuss the expected value and variance.
Quant Analyst Interview Questions
2,926 quant analyst interview questions shared by candidates
In the first part, we talked about our research, while the second part was a probability question.
Gambler's ruin style probability question
Memorization reaction speed test, shoot with cannons
Can you do a Ordinary least squares regression for a set of grades for students and how much they studied and show the distribution parameters using R? You can also use stack overflow to look up things (as is realistic for on the job experiences).
expected value of absolute difference on die throw
Test on Monte Carlo methods.
Retrieve the three most recent future prices from an exchange API in Python. You're given a prompt.py file and actant_client.py file, and have to successfully do it in 20 minutes.
How can you generate two random variables with correlation rho and variance 1 from two independent unit gaussians?
First interview Qs: A1. Spain bookmakers bet 3:2(?) for Spain to win and German bookmakers bet 4:3(?) for Spain to win. Describe betting strategy that guarantees the best pay off. A2. N cans of fuel are distributed on a track. The total fuel is just enough to make the round trip. Can you find a starting point so that you can complete the lap? A3. Random walk on a 100 meter bridge. You stand on 37m, what are you chances to exit right before you exit left. A4. Find the minimal number of comparisons to find the minimum and the maximum of an array. A5. Find the expected number of tosses of a fair coin until you reach 5(?) consecutive heads A6(?) Stream of characters, output - random function that has probability that each character appeared in a stream A7(?) In an array, for each element, among elements to the left, find closes below that element Second interview Qs: B1: Search algorithm in a matrix with sorted rows and columns (a weakly sorted matrix) B2: Expected minimum of n-uniform [0,1] r.v.s B3: Generate an algorithm to pick uniformly a point in a circle B4: Find an algorithm to decide if an integer is divisible by 7 B5: Given start and end times for a set of meetings, find the smallest number of rooms needed to accomodate them
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