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Quantitative Research Associate Interview Questions
3,500 quantitative research associate interview questions shared by candidates
Round 1: Standard DSA medium-level problem, OOPs basic and Questions related to Options and Swaps. A bit of resume grind as well. Round 2: 3-4 Standard DSA questions of medium to hard level and OOPs in-depth. Round 3: Resume grind and a lot of in-depth finance questions(maths intensive) from black-scholes and other concepts
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Hackerrank question with easy and medium Leetcode problems.
Great focus on stochastic calculus questions, such as brownian motion, martingale, application of ito lemma. (Whether W^3 is a martingale or not, if not, add a term and makes it a martingale). Markov chain (2 people play a game, roll the dice one by one, the person who first roll the 6 win, what is the probability of the 1st person to win). Some probability and statistics questions. A little linear algebra. 3/5 questions are maths, 1/5 questions are coding (such as the inheritage of the class in C++), 1/5 are financial questions(delta hedging, butterfly option spread).
Price the American options, some gambler's ruin problems
Define a random variable, conditionnal expectation, independency of r.v. What is a Lasso/Ridge regression ? What is a PCA ? what is the main hypothesis ? What is Monte Carlo ? Monte Carlo with rejection sampling ? What optimisation algorithms was I able to explain ? What are bayesian statistics ?
100 prisoners wearing hats, blue and green. Only one time of asking questions for each person. How to make maximum people survive.
I was asked to describe a recent project I had worked on.
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