An undergraduate-level combinatorial question. A probability one.
Quantitative Researcher Interview Questions
2,686 quantitative researcher interview questions shared by candidates
Basic question involving using Bayes theorem to update prior beliefs in the presence of new data
coding-based probability question was asked.
Random walk question: for a,b on the real line (with a<b), what is the probability of getting to b if you start at some point c between a and b? (I was given explicit values for a, b and c)
1. Effect of auto correlation on Sharpe 2. Ridge/lasso regression
Gave a written test with a variety of technical questions covering SDEs to linear algebra
None of the questions were terribly left-field Quite a few were CV-related, but others were more geared to portfolio theory. Eg: Write down the standard mean-variance Markovitz portfolio problem.
Conditional probability. Moment generating functions. Different basic distributions. Convolution of pdf <=> Fourier transformation multiplication.
What are L1 and L2 penalty? probability questions.
How big of the data you have dealt with
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