Explain what is a PCA? What do you get when you apply a PCA on stocks returns?
Quantitative Interview Questions
10,161 quantitative interview questions shared by candidates
Wide range of tough questions on probability, statistics and algorithms.
Analytical questions and a couple on algorithms and efficient coding
The written test is quite basic and diverse, so that you can get points regardless of your previous experience (Math, CS, Economics, Finance). In the interviews things get trickier and I was asked several questions about variational calculus, in which I had little to no experience.
Technical questions were primarily related to credit risk
Signed an NDA so cannot disclose the questions. There is a suggested reading list which is pretty comprehensive.
Let's say there are 10 apples in the re-fridge. and all of them will be gone bad at the same speed. You are only able to have one apple per day. which of apple would you to have in each day?
Talking about previous experience and projects
A fair coin is tossed 100 times to create a sequence of heads and tails. A participant is allowed to ask 1 yes or no question (e.g. was the first coin flip heads?), then plays a game where he tries to guess all 100 coins. The participant is awarded $1 for every coin guessed correctly, and loses $1 for each incorrect guess. Find and prove an optimal strategy.
Probability questions based on a coin toss.
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