What happens in hypothesis testing when the amount of samples is getting too large?
Quantitative Analyst Interview Questions
10,158 quantitative analyst interview questions shared by candidates
Q. Suppose you are standing on the real line at 0. You know that there is a flag planted somewhere on the line at an integer coordinate, you just don't know how far and in which direction. Is there an algorithm to find the flag in time which is linearly dependent on the distance of the flag from the origin?
Given two uncorrelated gaussian distribution, with 0 mean and unit variance find P(x>5y)
What is the first factorial that has at least 100 digits?
Greeks, Black Scholes input, pros and cons. Flip coin probability question. resume based question.
How would I access the risk between a home loan and a personal loan?
If you have 1000coins on the table with 20heads and 980 tails. You can flip them. How do you separate them into two pils so that they have same number of heads?
I believe they do not want me to share.
I met a coule of quants with average MSc degrees from average schools, sub-par work experiences but with egos of Nobel Prize winners. I was very surprised to see the mediocrity of these two quants because I had read that GSA had only recruited 25 profiles out of 10000 in the last few years so I was expecting people working there to be Quants from the top 10 schools with Quantitative PhDs (which is my case). The recruiter had mentioned to me prior the interview that GSA looked as much at personality fit than skills so I was really on my best behaviour and within the Quant community I am usually known to be pleasant and easy to work with. However, both of these interviewers had severe personal issues. The first one wouldn't tell me about his background because "he was the one asking the questions" and the second thought that a multi linear regression (MLR) was the best Machine Learning Techniques and would scowl at me when I would confront him with the fact that the assumptions behind an MLR around returns being i.i.d were violated by the observed data and that as a result taking a Bayesian approach had more potential in my opinion. As a result of giving my honest opinion and seing through his facial expression the kind of tantrum anger you see on pre-adolescent children, he then went on a rampage trying to make me fail in his next few questions which I answered correctly but instead of moving on to the next ones quickly, he tried to make me fail with stupid details instead of help me show my best through asking additional conceptual questions and bringing the conversation to an interesting level of abstraction in which interesting trading ideas could emerge. I lost interest in GSA as a result of these interviews (GSA was amongst my top 10 preferred places to work for before that). It's a shame. I don't understand why management decided to put these two clowns as the face of GSA. They really give a poor image of the company. Currently, my best offers are with Goldman Sachs and the Man Group. It would have been good to be able to compare an offer with GSA.
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