Quantitative Research Intern Interview Questions

3,500 quantitative research intern interview questions shared by candidates

Lot of questions on my background and prior work-ex (8-9 years), generic talk about research process, alpha construction/performance .. in round 1 In round 2 ... as i mentioned very negative experience as i was asked to disclose my sources of alpha and the measurable output from them
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Quantitative Research Analyst

Interviewed at Squarepoint Capital

3.9
Apr 6, 2020

Lot of questions on my background and prior work-ex (8-9 years), generic talk about research process, alpha construction/performance .. in round 1 In round 2 ... as i mentioned very negative experience as i was asked to disclose my sources of alpha and the measurable output from them

Given three time series data X, Y, Z, build a model of X in terms of Y and Z. It turns out that X, Y, Z are just independent Brownian motions. (I wasn't allowed to plot them in advance to see this) Need to check ACF I think
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Quantitative Researcher

Interviewed at Squarepoint Capital

3.9
Dec 5, 2020

Given three time series data X, Y, Z, build a model of X in terms of Y and Z. It turns out that X, Y, Z are just independent Brownian motions. (I wasn't allowed to plot them in advance to see this) Need to check ACF I think

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