Gambler ruin problem, Dynamic programming (live coding)
Quant Interview Questions
2,926 quant interview questions shared by candidates
Which would you use XYZ algorithm or ABC algorithm on a dataset like this?
Initially, the interviewer used some terminologies in fixed income, such positions and some other words, which is hard to decipher due to lack of experience. After I asked him/her to translate into math language, (which also took a lot effort), it turns out to be simple linear algebra and least square problems.
Flip a biased coin, find probability of success of HH
Very difficult statistical questions on regression and related topics --- not sure how to prepare, it's really hard!
What's the difference between LASSO and ridge regression.
Please tell me about yourself.
describe research projects (job market paper); describe intern experience in details
Algorithms, sorting, median regression, even some stuff with measure theory
can neural networks with appropriate regularization replicate rl training
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