Black-Scholes Central Limit Theorem Regression
Quant Researcher Interview Questions
431 quant researcher interview questions shared by candidates
Work sample
Expectation of rolling dice questions, using Geometric dist.
Questions about coin flipping and EV estimation.
When we perform OLS for a linear regression problem, if the errors are not iid, positively correlated or negatively correlated, what will happen to your estimation?
Green book brainteasers + coding question. Interview was friendly but did not help. Few questions about my experience. I was rejected 2-3 weeks later.
Describe your biggest advantage over other people
Standard probability and statistics questions.
What is your motivation? Question about expected payoff in a game
We have three pancakes. One is burnt on two sides, one on one side, and one not at all. The pancakes are stacked on a plate in such a way that all that can be seen is a burnt side on top. How likely is it that the fully burnt pancake is the one on top?
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