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Analista Quant Interview Questions
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one coding, 2 phone call and 1 onsite interviews.
What is stationarity in a stochastic process? Not to be confused with stationarity distribution of a Markov Chain.
Conceptual questions on algorithms, data structures and operating systems. Then some problems on algorithms and data structures. Some probability math problems are also involved.
find declarative algo from recursive one
one probability, one decision making, one coding in python
What is the VaR? Went over an example of VaR, aka asking what is the VaR for this problem.
what is the maximum likelihood estimator for linear regression
Basic probability problems with coins tossing, Gauss-Markov assumptions, programming task: How to generate all possible vectors that consist of '0' and '1' with length 8 and have 4 ones in it.
1. Please share your favorite experience on your resume with me. And tell me why you enjoyed it so much. 2. Please solve the math problem: there are 3 boxes, and one of it contains 2 white balls, one of them contains 2 black balls, and one of it contains 1 white ball and 1 black ball. Now I randomly select 1 box and randomly pick 1 ball from it. I find that the ball I pick is white, then what's the probability that the other ball in this box is also white?
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