Was given timed coding challenge.
Quantitative Researcher Intern Interview Questions
2,685 quantitative researcher intern interview questions shared by candidates
Volatility vector and correlation matrix and portfolio weights given. Calculate cov matrix Calculate portfolio's risk Lower and upper limit for all investment options.
Describe how trades are implemented in tou current company
K largest elements from unsorted list, fastest possible algorithm
The assignment was on a weather dataset containing hourly observations from weather stations in London and Paris. The first question was: "Give an example of a serie that follows a normal/gaussian distribution. Describe it and re-normalize. Give an example of a serie that is not normal/gaussian and normalise it."
Q1: I repeatedly throw a balanced coin, what is the expected time to get 'n' successive heads. n being an integer. Q2: Let X and Y be two standard gaussian variables. What is the probability that : X<2Y
Choose one experience from your resume and describe it.
There is no technical conversation between you and the company.
How would you define (social science concept)?
If it's on your resume, they'll ask about it.
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