what is the maximum likelihood estimator for linear regression
Quant Researcher Interview Questions
431 quant researcher interview questions shared by candidates
Basic probability problems with coins tossing, Gauss-Markov assumptions, programming task: How to generate all possible vectors that consist of '0' and '1' with length 8 and have 4 ones in it.
For an example of an estimation question (similar but not exactly what I saw since I said I wouldn't release the exact questions), can you quickly estimate something like 12^{1/10}.
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One question on examining a time series of some equity data but you don't know what it is and how could you figure out if is is reversed time ordered or normal.
Tell me the details of proprietary trading strategies of your current employer
what to buy among two stocks with same expected return?
For the math test you can expect 10 straightforward question like Bayes theorem, markov chains, total probabilities etc. a) would you bet on a 2 or 3 games matches in a tennis game? b) proba to see shooting star in 1h is x, find proba to see in 30m c) amoeba rephrased green book d) start in one corner of the cube, expected number of steps to reach the opposite
For the interviewer test I got one medium question: a) painting with true price x between 0 and 1000, you place a bid b, if you're below you get nothing/lose nothing, if you're above you pay b to buy it a you sell it to a friend for 1.5x, what's your bid b? For the second question I got a question I found on Jane Street's glassdoor, maybe it's a classic but I didn't prepare for it: You begin with $100. You flip a fair coin. Heads, you get 1$. Tails, your money gets inversed (i.e. first tails, your money is now 1/100). What is the expected value after 10 flips?
One of the questions was to find if there were two elements in an array whose sum was k. They asked how many trailing zeros are there in a factorial.
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