This was not a very technical interview. He did ask me some questions about ML though, how to combat overfitting (Cross-validation), and methods for hyperparameter tuning(grid search)
Quantitative Research Internship Interview Questions
4,818 quantitative research internship interview questions shared by candidates
If I toss a fair coin 100 times, what is the probability that it will land on heads at least 60 times (in any order)?
Prove black scholes Prove CAPM How do you build a model Explain full revaluation Var
Why is someone being stricken by lighting more likely to be stricken again over a random person? (Then a discussion of how this relates to bells inequality theorem)
There are 4 questions regarding the quantitative position. One behavioral question followed by three coding tasks.
o What is the full form of SABR (Volatility calibration model)? Why is it so popular?
Why this role? Name a few bonds?
what is the other way of doing this?
Design a local stochastic volatility model how to hedge
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