1. Problems involving probability, calculus, and linear algebra. This could include tasks such as calculating cumulative distribution functions (CDF), probability density functions (PDF), evaluating integrals, and determining correlation matrices. 2. Personal Project Walkthrough: Explain a personal project at a high level, focusing on the key approaches used. Be prepared to dive into detailed questions about specific methodologies, challenges faced, and how they were overcome, as well as the technical tools and frameworks employed to bring the project to completion.
Quantitative Analyst Summer Intern Interview Questions
236 quantitative analyst summer intern interview questions shared by candidates
Rolling two fair dices, what is the probability of the multiple of the values are square numbers?
Interesting hard probabilty question on coin flips.
You stand in front of 5 doors and you can randomly pick one to open. One has a prize of $10000 while others have a punishment of $1000 each behind the door. Suppose now you are offered an option. With this option, you can randomly pick one door and see what behind the door. How much is this option worth?
Nothing unexpected
State and prove the central limit theorem.
What is polymorphism? If you have N bonds, each can either default or not default, how many possibilities are there?
Why are options priced under the risk-neutral measure
Who is RBC's current CEO?
What is CLT? Why test residuals after linear regression?
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