Questions on Montecarlo Simulation, ARMA, GARCH models etc.
Quantitative Research Associate Interview Questions
815 quantitative research associate interview questions shared by candidates
Lots of probability and stats questions
Technical questions: 1. A typical probability question involves Bayes' theorem. 2. Random number generation: how to generate an integer uniformly distributed between 1 and 7 (inclusive) using a uniform random integer generator from 1 to 5? 3. Option price theory: Call-pull parity, European call vs Americal call.
Questions based on puzzles, coding, and prob stats
Given a random number generator which provides a random real value between 0 to 1, how can you estimate the value of pi?
If you were JP Morgan, how would you manage investments in this economy? How do you implement linear regression in Python from scratch?
Standard Python programming, statistics, and probability questions that you are expected to know for this level What is a decorator and how is it used? Describe basic data structures and their uses. Describe how importance sampling works.
Something about ocean python, I had no clue what that was, and oceanography wasn't my field
There was a question about a change of variable in a multiple integral. Don't forget about the Jacobian.
I will come back and answer this
Viewing 341 - 350 interview questions