Initially, the interviewer used some terminologies in fixed income, such positions and some other words, which is hard to decipher due to lack of experience. After I asked him/her to translate into math language, (which also took a lot effort), it turns out to be simple linear algebra and least square problems.
Quant Research Interview Questions
296 quant research interview questions shared by candidates
What's the difference between LASSO and ridge regression.
can neural networks with appropriate regularization replicate rl training
Why do you want to work here?
Estimate the population of Nigeria and rate your confidence
What is the first axis of a pca on a returns matrix
Common questions such as what happens to r^2 if number of data points is doubled.
Why do you want to work in quant finance?
Why are you interested in quant research
Longuest increasing sunsequence leetcode hard
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