Quantitative Researcher Intern Interview Questions

2,685 quantitative researcher intern interview questions shared by candidates

At a school fair, you stumble across three children playing a game. The game involves four jars that each contain an equal number of marbles of each of six colors: blue, red, yellow, green, orange, and purple. In a turn, one draws a marble at random from each jar and the object of the game is to draw four marbles of the same color. The four marbles are then returned to their original jars and the turn ends. You observe each of the three children play a turn. The first child draws 2 green marble, 1 blue marbl, and 1 red marble. The second child draws 3 red marbles, and 1 yellow marble. The third child draws 4 blue marbles (and wins). In expectation, the third child has played M times as many rounds of this game as the second child has, and the second child has played N times as many rounds of this game as the first child has. Compute M+N.
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Quantitative Researcher

Interviewed at GSA Capital

4.7
Jul 22, 2024

At a school fair, you stumble across three children playing a game. The game involves four jars that each contain an equal number of marbles of each of six colors: blue, red, yellow, green, orange, and purple. In a turn, one draws a marble at random from each jar and the object of the game is to draw four marbles of the same color. The four marbles are then returned to their original jars and the turn ends. You observe each of the three children play a turn. The first child draws 2 green marble, 1 blue marbl, and 1 red marble. The second child draws 3 red marbles, and 1 yellow marble. The third child draws 4 blue marbles (and wins). In expectation, the third child has played M times as many rounds of this game as the second child has, and the second child has played N times as many rounds of this game as the first child has. Compute M+N.

What will be the value of C after running the following pseudo-code? a is 1 B is 100 C is 0 Loop 10000 times: C is average of a and B If a is equal to C or B is equal to C: Exit Loop Set a to B Set B to C ®A. Between 0 and 35 Ob. Between 35 and 45 Oc. Between 45 and 55 Qd. Between 55 and 65 Oe. Between 65 and 75 Of. Between 75 and 100
avatar

Quantitative Researcher

Interviewed at WorldQuant

4.2
Dec 21, 2015

What will be the value of C after running the following pseudo-code? a is 1 B is 100 C is 0 Loop 10000 times: C is average of a and B If a is equal to C or B is equal to C: Exit Loop Set a to B Set B to C ®A. Between 0 and 35 Ob. Between 35 and 45 Oc. Between 45 and 55 Qd. Between 55 and 65 Oe. Between 65 and 75 Of. Between 75 and 100

You have a function F that computes the product of matrices. If X is MxN matrix and Y is NxK matrix then F(X,Y) is going to output matrix product X*Y and take MxNxK nanoseconds. You need to calculate a product of five matrices, P=A*B*C*D*E. The dimensions of the matrices are as follows: A is 2x100, B is 100x10, C is 10x10, D is 10x100, and E is 100x2. How many nanoseconds does it take to calculate P in the fastest way possible using only function F?
avatar

Quantitative Researcher

Interviewed at WorldQuant

4.2
Dec 21, 2015

You have a function F that computes the product of matrices. If X is MxN matrix and Y is NxK matrix then F(X,Y) is going to output matrix product X*Y and take MxNxK nanoseconds. You need to calculate a product of five matrices, P=A*B*C*D*E. The dimensions of the matrices are as follows: A is 2x100, B is 100x10, C is 10x10, D is 10x100, and E is 100x2. How many nanoseconds does it take to calculate P in the fastest way possible using only function F?

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