Connais-tu un test statistique pour tester la cointégration ? la stationnarité ?
Quantitative Research Analyst Interview Questions
815 quantitative research analyst interview questions shared by candidates
Cannot disclose due to NDA. Some of the hardest interviews I have had (harder than D.E.Shaw). However, everyone is indeed very friendly (just like they advertise on their website) and willing to help you during the interviews. The interviews are really trying to discover your areas of excellence and even though the problems are hard (some very hard), the interviewers help you crack them down. One of the most enjoyable interview processes I have had.
Basic questions to get to know your background, personality and skillsets that make you fit with the position.
Study the following brand compared to others
List 8 strengths and 3 weaknesses. How many points would your previous manager give you, and why?
Write a SQL statement to check if two different people will meet in a store given names, arrival and departure times
What kind of issues do you look for when creating a factor model?
What is your role in the research cycle?
Describe the pricing behaviour for a particular type of securities under certain circumstance
Describe gaussian processes
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