Describe your works and concepts in a certain working experience.
Quant Researcher Interview Questions
431 quant researcher interview questions shared by candidates
1) expected number of coin toss to get n heads in a row
what should you do if you have high VIF?
None of the questions were difficult. One stat question using Var(X+Y)=Var(X)+Var(Y)+2Cov(X,Y); One question about finding duplicates in a list; One question about volatility among (Corporate Bonds, Treasury Bonds, Inflation Adj T Bonds)
proba, stats, ML, deep L, regression
easy markov chains, and some very straightforward logic questions. If you did any type of math competitions these questions will be free.
I don't remember the coding questions.
Given a boolean numpy array, return a numpy array of the distance to the previous True value. Iteration is not considered efficient enough.
Q. Options Theory basic vol questions
What's the difference between R^2 and adjusted R^2
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