Gave a written test with a variety of technical questions covering SDEs to linear algebra
Quantitative Research Intern Interview Questions
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Why Guidepoint? Do you have past experience working with large data sets?
None of the questions were terribly left-field Quite a few were CV-related, but others were more geared to portfolio theory. Eg: Write down the standard mean-variance Markovitz portfolio problem.
Give me an example of Normal distributed RV.
What is your favorite brand (excluding Apple, Google)?
Conditional probability. Moment generating functions. Different basic distributions. Convolution of pdf <=> Fourier transformation multiplication.
de Bruijn Graph
The questions were very generic. Was asked a simple probability brain teaser.
Given that I only did a basic phone screen, nothing was unexpected.
I asked him what did he think about my case analysis. Because I spent a lot of time preparing any potential questions he might ask before the interview. But he ended up asking nothing about that. He said it was pretty good. That's it.
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