Hard online assessment that required basic math skills but needs some effort. You need to be keen on the prob stat materials to thoroughly tackle questions. It is a 3-hour long test so be prepared, it may be tight for people who are under prepared
First round with Business development people. They want candidates with strong proven track record which I am too junior to have. The interviewer is very nice though, even gave me some career advice.
Interview questions [1]
Question 1
What is the size and sharpe ratio of your strategy.
Markov Chain hitting time and hitting probability. Get familiar with the long term behavior of Markov chain should prep you well. Also, some of the brainteasers are from the green book. Make sure to review all the brainteasers before the interview.
Interview questions [1]
Question 1
Death birth chain with 1/2 drifting probability. What's the expected distance from where you started? What's the intuition behind (what theorem to used)?