Quantitative Developer Interview Questions

612 quantitative developer interview questions shared by candidates

X and Y are two independent variables with uniform distributions form 0 to 1. Z = X + Y. What is the variance of Z. What is the correlation between X and Z? What does the distribution of Z look like?
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Quantitative Analyst (PhD Graduate Programmer)

Interviewed at Susquehanna International Group

3.8
Jun 18, 2020

X and Y are two independent variables with uniform distributions form 0 to 1. Z = X + Y. What is the variance of Z. What is the correlation between X and Z? What does the distribution of Z look like?

N coffee chains are competing for market share by a fierce advertising battle. each day a percentage of customers will be convinced to switch from one chain to another. Current market share and daily probability of customer switching is given. If the advertising runs forever, what will be the final distribution of market share? Assumption: N is an integer less than 25, Total market share is 1.0, probability that a customer switches is independent of other customers and days. Example: 2 coffee chains: A and B market share of A: 0.4 market share of B: 0.6 Each day, there is a 0.2 probability that a customer switches from A to B Each day, there is a 0.1 probability that a customer switches from B to A input: market_share=[0.4,0.6], switch_prob = [[.8,.2][.1,.9]] output: [0.3333 0.6667]
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Quantitative Developer

Interviewed at AKUNA CAPITAL

4
Mar 23, 2018

N coffee chains are competing for market share by a fierce advertising battle. each day a percentage of customers will be convinced to switch from one chain to another. Current market share and daily probability of customer switching is given. If the advertising runs forever, what will be the final distribution of market share? Assumption: N is an integer less than 25, Total market share is 1.0, probability that a customer switches is independent of other customers and days. Example: 2 coffee chains: A and B market share of A: 0.4 market share of B: 0.6 Each day, there is a 0.2 probability that a customer switches from A to B Each day, there is a 0.1 probability that a customer switches from B to A input: market_share=[0.4,0.6], switch_prob = [[.8,.2][.1,.9]] output: [0.3333 0.6667]

1. How does malloc work? 2. What does compiler create for you in an empty class in C++? 3. A file of n 32 bit ints, where n = 4*10**9, find a valid int that is not in the file. If n=10**6, would you use the same algorithm?
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Quantitative Analyst and Software Developer

Interviewed at D. E. Shaw & Co. - Investment Firm

3.8
Oct 15, 2019

1. How does malloc work? 2. What does compiler create for you in an empty class in C++? 3. A file of n 32 bit ints, where n = 4*10**9, find a valid int that is not in the file. If n=10**6, would you use the same algorithm?

The most unexpected questions was how would you color a 3-colorable graph. I was initially thinking that you had to do something efficient, which isn't possible, but he just wanted some way of doing it.
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Quantitative Analyst/Software Developer Intern

Interviewed at D. E. Shaw & Co. - Investment Firm

3.8
Jan 18, 2014

The most unexpected questions was how would you color a 3-colorable graph. I was initially thinking that you had to do something efficient, which isn't possible, but he just wanted some way of doing it.

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