Tell us more about yourself and your experience in AI/ML. It was a first interview.
Quantitative Analyst Interview Questions
10,163 quantitative analyst interview questions shared by candidates
Q: What abilities/contexts do you feel most comfortable or confident in?
Standard HR interview questions, such as 'Tell me your understanding of this position'. Maths interview includes standard quant tech interview questions, such as probability theory, stochastic calculus, calculus, linear algebra, brain teaser, etc. Coding interview includes algorithm tests and data structure questions.
What's your concern about working in an asset management company?
Is Brownian motion W_t a martingale? Is W_t^2 a martingale?
Walk them through a model you have developed.
Describe random forest in a classification task.
Experience with the Credit Default Model
Mostly questions on statistics. No advanced knowledge is required but you have to be able to use the basics very well and apply them to 'quant type' problems. Some very random questions as well, e.g. what happened to oil price in 2020 april (went negative) and explain why
Describe the methods used for portfolio construction?
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