Black-Scholes Central Limit Theorem Regression
Quant Researcher Interview Questions
431 quant researcher interview questions shared by candidates
Work sample
Expectation of rolling dice questions, using Geometric dist.
Questions about coin flipping and EV estimation.
When we perform OLS for a linear regression problem, if the errors are not iid, positively correlated or negatively correlated, what will happen to your estimation?
Describe your biggest advantage over other people
Green book brainteasers + coding question. Interview was friendly but did not help. Few questions about my experience. I was rejected 2-3 weeks later.
Assume you have 99 unbiased coin and 1 biased coin with 2H. You flips 10 times and get all H, What is the probability of the coin you are fliping is biased one?
Standard probability and statistics questions.
What is your motivation? Question about expected payoff in a game
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