Efficient frontier. Principal component analysis.
Quantitative Research Associate Interview Questions
815 quantitative research associate interview questions shared by candidates
No difficult questions.
Asked about an open-ended model design question.
I was asked to write the Newton's method to find the solution of a given equation.
Coding exercises
What is the derivative of x^x
monte carlo; tradeoff between newton method and sgd; convex optimization; Ax = b with A being the product orthogonal matrix and up triangle matrix, solve for x
Typical HR questions; how to structure minvol portfolio; what research ideas Head of research was specialized in qualitative research, so was not capable of judging quantitative skills and did so only based on the school I attended (he said the latter himself); C-level executive literally just talked about himself for most of the interview and made judgements on research ideas after saying he has never heard of the techniques I mentioned; both head of research and C-level executive were ex-Deutsche Bank and clearly came with the associated superiority complex. Probably dodged a bullet there
BS model derivation, stochastic process
General probabilities / brain teaser questions.
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