Simple online test in python followed by a phone call interview. During the phone call interview they asked me about the assumption of linear regression, as if I had memorized those. She rejected me on the spot because I didn't know them. But I looked through Casella and Berger and Elements of Statistical Learning but I didn't find anywhere these assumptions.
The online assessment consisted of a Programming part, then number sequences, and then probability theory, and the last stage was the zap-n where you have to play some games with very fast reaction times.
Why do you want to work for Optiver
Décrivez la convergence vers l'infini d'une action qui commence à 100€ et qui prends ou perds 10% avec 1/2 de probabilités.
How did you find the intern opportunity?
No interview actually performed. CEO stood me up with no apologies and no rescheduling.
Tell me about yourself. Use three words to describe yourself. What kind of manager would you work best with? How would you describe your working style?
How does one conduct quantitative research
How are you prepared to set your own hours and work on your own volition?
Let A, B be two covariance matices. Is A+B also a covariance matrix? How about A^2? AB?
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