Linear regression questions and probability, some time series stuff
Quantitative Researcher Interview Questions
2,686 quantitative researcher interview questions shared by candidates
. Asked about research in my current role, digging into details about diffusion models I worked on (and he clearly did not know any basics and seemed he did not want to admit that). Quite unpleasant. Then technical question about parameter estimation from noisy observations of Gaussian random variables.
Asking me to accept I'm wrong every 5 minutes.
Simple coding and data analysis
Derive the closed form solution for a cost function
Predict rental housing price in city
Why quant finance, why Citadel
Tested breadth of statistical and programming knowledge.
13 balls, one has different weight, what's your strategy to find out which one is the different one with scales
Use OLS to process the data in python
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