questions about properties of data set
Quant Researcher Interview Questions
431 quant researcher interview questions shared by candidates
Propose an algorithm for a rolling median and evaluate its complexity. What is the expected length of a monotonically decreasing sequence of random variables?
Why should I hire you
Explain Central Limit Theorem to non-technical people
1. Why trading 2. a dancing robot on a 20cm table. Starting at 3cm from left. equal prob to move left or right in 10 cm. What's the expected steps that it falls down either edge.
For example, how many times are you expected to flip a fair coin to get 3 heads in a row?
through all the interviews: deriving simple regressions and bias/variance of estimates, Correlations & Portfolio questions, 2 brain teasers, coding question (quicksort type solution), theoretical discussion on futures and options why/when/how do some phenomena occur (eg backward action in futures).
Calculus eigenvalues futures pricing etc.
What makes you special to this position?
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