General market knowledge of Fixed Income products and operational structure. It was more top level rather than specific quant type question.
Quantitative Research Internship Interview Questions
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A case study about whether the company should remove the management fees promotion.
For the interview where I had to record myself speaking, I received the question with the 3 traders that earn money based on the uniform distribution. For the real interview, I was asked the following: You have 6 different weights: 101, 102, 103, 104, 105 and 106 kg. If you place the weights at random, 3 on each side of a scale, what's the probability that the 106 kg one will be on the lighter scale?
Suppose there is a series of 100 light bulbs labeled 1 through 100 that all start in the off position. Person 1 walks in the room and turns on every light bulb. Person 2 walks in the room and flips the switch on every 2nd light bulb (i.e. he turns off all even numbered light bulbs). Person 3 walks in the room and flips the switch on every 3rd light bulb (turning some on and some off). This process continues until person 100 goes through and flips the switch on the 100th light bulb. Which light bulbs will be lit up at the end?
algorithm to find prime factors of an integer + complexity
For an n-dimensional unit sphere, the volume and surface area peak at i and j values. What is j-i?
what data have you used for pricing
Just reading off a script: Do you know how to do X…don’t prep stories, you won’t get to say much about yourself or your overall skills. You’ll only get to talk about the ones they specifically ask you about.
what is jump diffusion model
there's a tetrahedron,a bug, through different points, expectations of the steps
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