abstract probability and statistics questions.
Quantitative Research Analyst Interview Questions
815 quantitative research analyst interview questions shared by candidates
We were not allowed to use any calculator for the mathematics part and we were expected to answer all questions mentally with quite high accuracy.
what is your strenghts and weakness
Gambler ruin problem. To derive the probability to win given.
two codings + one written exam
Brainteasers like rolling dices, asset pricing models, sto calculus, linear algebra, etc.
Compute the limit of a function. I recall it was tricky and one had to construct certain upper and lower bounds on the function.
Python datetime manipulation; Probability of triangle
What have you researched about the company and the role?
Derive Black Scholes/ Sample mean and confidence intervals/ Forward contracts/ plenty of Stochastic calculus in Superday/ Basic probability - coin toss (probability of getting two sixes in a row in 3 tosses)
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