1. Math & Statistics Questions
Topics include probability, statistics, linear algebra, calculus, and stochastic processes.
Examples:
"What's the expected number of coin tosses to get two heads in a row?"
"Prove that a covariance matrix is always positive semi-definite."
2. Programming & Algorithms
Commonly in Python, C++, or Java.
May involve writing code to solve problems, optimize algorithms, or simulate processes.
Examples:
"Implement a Monte Carlo simulation to price an option."
"Optimize an algorithm to find arbitrage in FX markets.