Quantitative Analyst Interview Questions

10,158 quantitative analyst interview questions shared by candidates

You have a total of 4 investments to make of 100 dollars. You can either invest in a stock which if it goes up in value, you gain an additional 100 dollars, if it goes down, you lose 50 dollars. Or you can bet on whether the stock will go up or down at the casino, where you either win 100 if you're right or lose everything if not. Can you devise a strategy where you will always make a profit?
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Quantitative Researcher

Interviewed at Susquehanna International Group

3.8
Jul 10, 2018

You have a total of 4 investments to make of 100 dollars. You can either invest in a stock which if it goes up in value, you gain an additional 100 dollars, if it goes down, you lose 50 dollars. Or you can bet on whether the stock will go up or down at the casino, where you either win 100 if you're right or lose everything if not. Can you devise a strategy where you will always make a profit?

1. How do you simulate stock price with VBA? 2. Std.=? 3. VaR=? 4. Three doors, it takes you 1 minute to go through the first door, it also takes you 1 minute to go through the second door, it make your speed slow down 1/2 after going through third door. Only the first door is the right way to go out. You choose each door with the equal probability. How much time will you go out in expectation? 5. You have n 1-meter long ropes, and you could connect two nodes together n-1 times. What is the probability for you to finally get a whole n-meter long rope without rings?
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Associate - Quantitative Research

Interviewed at JPMorganChase

3.9
Jan 24, 2016

1. How do you simulate stock price with VBA? 2. Std.=? 3. VaR=? 4. Three doors, it takes you 1 minute to go through the first door, it also takes you 1 minute to go through the second door, it make your speed slow down 1/2 after going through third door. Only the first door is the right way to go out. You choose each door with the equal probability. How much time will you go out in expectation? 5. You have n 1-meter long ropes, and you could connect two nodes together n-1 times. What is the probability for you to finally get a whole n-meter long rope without rings?

(Round 2) Suppose two players play a game where Player A, then Player B, picks an integer between 1 and 30. Then, a thirty-sided die is rolled. Whoever guessed closer to the value of the roll obtains an amount of money equal to the value of the roll from the other player. Given the choice, do you decide to go first or second? What number do you choose? What is the expected value of this position?
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Quantitative Analyst Intern

Interviewed at Jane Street

4.4
Feb 24, 2017

(Round 2) Suppose two players play a game where Player A, then Player B, picks an integer between 1 and 30. Then, a thirty-sided die is rolled. Whoever guessed closer to the value of the roll obtains an amount of money equal to the value of the roll from the other player. Given the choice, do you decide to go first or second? What number do you choose? What is the expected value of this position?

Took 5 to 10 minutes to review my research projects. How to deal with 1 million possible factors that may affect revenues, how large the data should be? And then two questions related to linear regression and logistic regression, respectively.
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Quantitative Analyst

Interviewed at Google

4.4
Sep 23, 2015

Took 5 to 10 minutes to review my research projects. How to deal with 1 million possible factors that may affect revenues, how large the data should be? And then two questions related to linear regression and logistic regression, respectively.

Flip a fair coin 1000 times. What's the probability that the number of heads come up more than 550 times? What theorem would you use to describe probabilities of rare events as number of coin flips goes to infinity?
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Quantitative Analyst

Interviewed at D. E. Shaw & Co. - Investment Firm

3.8
Nov 17, 2014

Flip a fair coin 1000 times. What's the probability that the number of heads come up more than 550 times? What theorem would you use to describe probabilities of rare events as number of coin flips goes to infinity?

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