mostly open ended Machine Learning questions + some simple math programming questions
Quantitative Researcher Interview Questions
2,685 quantitative researcher interview questions shared by candidates
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Linear regression, Two envelop problem.
What is the time complexity of QR, and what to do if n is too big?
Q: How do you evaluate the stock trends?
Questions involved familiarity with Linear Regression (it helps to be topically familiar with either iterative LR, PCA, or orthogonal matching pursuit), Minimal Mean Squared Error, probability theory (binomial random variables, gaussian distributions, markov chains, properties of expected value/variance, hypothesis testing), and basic coding (a very trivial programming question when compared to SWE interviews).
Ridge regularization.
Binomial pricing, random walks and linear algebra.
All probability and statistics. Mostly fundamentals but some advanced topics.
State and prove the central limit theorem.
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