I cant share the exact question. But it was broadly to do with a betting game where you bet to get to 1.6x your initial holdings with 0.25 odds of winning on each iteration. Had to assess the strategy's expected value.
Quantitative Researcher Interview Questions
2,685 quantitative researcher interview questions shared by candidates
What do you think about the collapse of Silicon Valley Bank?
Fifth derivative of a function
Why SIG? Basic probability and expectations.
How do you hear about SIG?
I spent a week on data exercise which was given about 7 days before the 3rd round. They did not review it (not even mentioned during the interview). They don't show enough respect.
Expected pay out of two dice games.
stat, prob
Why do you want to work in finance?
Binary/Trinomial tree option pricing, probability problems(poker game, dice game), estimation of exponentials and errors in the approximation formula.
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