The classic ‘Airplane’ brain teaser problem. A drunk boards an airplane and sits down in a random seat. Each passenger boarding after the drunk sits in their assigned seat or picks at random if their seat is taken. What is the probability that the last passenger boarding will be able to sit in their assigned seat?
describe a conflict you had to deal with
Probability and stats questions. One was about analyzing a recursive algorithm
What do you expect to do as a quantitative researcher?
Why trading? What's your biggest achievement?
How and why did you define the metrics the way you did
Describe Brownian motion and its application to the derivative pricing landscape
- What are different sources of your alpha source - ridge, lasso, etc
- Two-sum - Sliding window + monotonic queue question
Describe your experience collecting and utilizing quantitative data sets. What kind of research questions are you interested in? How do you see this position fitting into your career trajectory? Why do you want to work at Mercy Corps?
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