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Quantitative Research Associate Interview Questions
4,818 quantitative research associate interview questions shared by candidates
1. You have two time series Xt and Yt. You do a regression of Y over X and get coefficient \beta, t-stats and R2. Now you double the size of the original series with original data and do the regression with new \beta, t-stats and R2. How will \beta, t-stats and R2 change? 2. given an array of size n, find the fastest way to find maximum and minimum element.
Was given two coding questions. They were easy-medium. I got 100$ one one and 24/27 test cases passed on the other. By the time I realized my mistake (a stupid one line error in my list comprehension), the time was up and I could not fix it. Was given the rejection after a few days, so I think they want 100% accuracy on all the hidden tests, doesnt matter if your logic is correct or not (my code was heavily commented on).
basic back ground and technical checks. Very respectful and likable.
Three hard algorithm question on hackerank. You can choose what kind of language to use by yourself.
probability of the sum of N iid uniform random variables less then 1
One of the question: Compare two strings from two arrays of n strings and print 'yes' if they are almost similar and 'no ' if they are not. for example if 1 - 'aaabbb' 2- 'aabb' 1- {a:3 b:3} 2-{a:2 b:2} then they are almost similar if for, a: 3-2=1 and for b= 3-2 =1 such difference is less than 3, so for this example, the results is 'Yes' .
Information ratio and intuition behind it.
Estimate the value of pi using uniform random variables? Then they ask to optimize your implementation from there and compare it to some other methodologies
Portfolio Optimization. No brain teasers. Some risk management related questions in the context of the resume. Some math and OR related questions. Vol related quesions.
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