if three iid random variables have all pairwise correlations equal to r, find the min and max possible value of r.
Quant Research Interview Questions
727 quant research interview questions shared by candidates
dp question - very similar to knapsack
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.
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
What is your strategy and bps earn and features.
Find 2 maximum numbers from unsorted array
coding questions with C++ mainly on algo
How would you improve the NPS?
Array find min and max most efficiently
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