The first step was an interview with the HR team, and was about the motivations that were leading me to join the company - The second step was a technical interview with the Hiring manager and a Senior Quant Analyst. In the interview I was asked to solve a matlab exercise. I had the possibility to use google and run the code with a matlab free version.
Do you know about Shared Pointers in C++?
What is TFIDF? What is a Bi-LSTM? Do you know machine learning?
Central limit theorem and asian option vs plain vanilla one
A take home data exercise with a theory part (2 questions, 5 subparts) about regression and a coding task also about regression.
probability and programming
What dataset experiences are you comfort with?
What is the reason for applying for the Quantitative Researcher role? What is the expectation from the role?
Several brain teasers, the goal of which is to evaluate your problem solving approach. Familiarity with basic statistics and calculus should be fine.
Teorema girsanov yield curve e swap
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