They will ask you a lot of questions about your past projects.
Quantitativ Interview Questions
10,163 quantitativ interview questions shared by candidates
what is the assumption of PCA
About statistical/probablistic questions financial questions
Data Wrangling and Time Series
Monty Hall problem C++ Calendar, DateTime, TermStructure class prototypes Numerical solution to implicit functions (Newton-Raphson, bisection..)
OLS Assumption, then challenge you for further thinking on certain points Time Series: ARIMA, cointegration Q about your resume: e.g. modeling process How to deal with overfitting Dynamic Programming Python v.s. C++ on certain topics
Mainly statistics questions and some questions about my resume
How to set up a portfolio.
How does cross validation work and what is it used for?
Tell me about yourself. Your strengths and weaknesses
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