Approximate sqrt(x). n random variables are sampled iid from Uniform(0,a). Provide an estimator of a. Compute the probability density function of the largest order statistic x_(n).
Quantitative Researcher Interview Questions
2,685 quantitative researcher interview questions shared by candidates
Quiz checking basics of regression, probability, stats. Not particularly difficult.
How would you code a multiclass version of logistic regression ? What is a naive Bayes classifier?
Signed a NDA. Fairly standard questions though.
The interview questions were quite straightforward for anyone who has had a decent Quant background.
What happens when trying to do a regression based on heavily correlated features.
Various questions which required confidence intervals.
They asked me why I wanted to work for Optiver
One question on calculating the expectation value of a card game and then coding it up in Python using recursive functions
Describe what you have done in the year since your previous application.
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