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Quant Analyst Interview Questions
2,952 quant analyst interview questions shared by candidates
Why do you want to work for scotiabank
Find the value of general Fibonacci sequence by coding.
in a dice roll game, each dice roll is worth its value in dollars (a 1 is worth 1 dollar, a 2 worth 2 dollars etc). I can have up to 3 rolls. Each roll I can either bank what I have or roll again but I cannot go back to a previous roll. I have up to 3 rolls. What is the value of this game? what about if I got 100 rolls?
probability (green book), brainteasers, coding
E[x | x + y = 6], x & y are standard iid normal range of corr(X,Y) if corr(X, Z) = corr(Y, Z) = 0.8
Why did you choose Davinci?
What is your strategy and bps earn and features.
Find 2 maximum numbers from unsorted array
The interview was dominated by CS-related questions, mostly based around algorithms. Max-subarray, problems involving a bisection-based solution, and concepts around sorting. In addition to that a short discussion about a small class hierarchy in C++ or other language in which it makes sense to do OOP. The whole thing was done purely over the phone which made communication considerably more difficult than expected (and amplified language barrier problems). One other problem based on Monte Carlo and some properties of the proposed estimator.
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