Assume you have a game between players A and B, they toss a coin and the first player to get heads wins. What is the probability that player A wins?
Quantitative Analyst Intern Interview Questions
10,159 quantitative analyst intern interview questions shared by candidates
Coding Challenge - design an algorithm to navigate through a “maze” represented as an array of strings
If it's on your resume, they'll ask about it.
Programming questions where they made us program with a computer
* When did you have to change scope during one of your engagements and how did the customer respond? * Describe what models you have used and for what kind of valuation purposes.
What is a virtual function?
Maths (dénombrement, probas)
Very technical. The research experience I wrote on my resume was their core interest, so the interviewer asked all the technical details about my research work. The questions could be answered only if you did the research from a to z. Parameters, the reason for choosing the parameters, training data, assumptions made for the research. Reasons for using the model compared to others, etc. Other than the research experience, the interviewer asked 1. my overall experience of graduate school, 2. the courses I took and what programming experience I have with the courses, 3. Some optimization methods for NNs.
Asked me questions about specific theorems related to brownian motion.
I was presented with a case where I had to calculate the probabilities given a case. Question as far as I remember: We have 100,000 clients with a default risk of 2 %. Each client is asking 2 Euros. Q1. What would be the minimum amount we can lose? Q2. What would be the maximum amount we can lose? Q3. What is the probability of 20,000 clients completely defaulting? Just tell us the formula. Q4. What kind of distribution does the Q3 represent?
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