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Quantitative Researcher Intern Interview Questions
3,500 quantitative researcher intern interview questions shared by candidates
Experience with the Credit Default Model
Wide range of tough questions on probability, statistics and algorithms.
Factor models, probability theory questions, whats 2**30
NDA but topics expected for a quant interview
I signed an NDA so I am unable to share interview questions. I would advise candidates to make sure they are confident answering questions about statistics, general mathematics, programming, and data science.
Mostly questions on statistics. No advanced knowledge is required but you have to be able to use the basics very well and apply them to 'quant type' problems. Some very random questions as well, e.g. what happened to oil price in 2020 april (went negative) and explain why
Optimal betting question based on Kelly's criterion.
Probability questions based on a coin toss.
A fair coin is tossed 100 times to create a sequence of heads and tails. A participant is allowed to ask 1 yes or no question (e.g. was the first coin flip heads?), then plays a game where he tries to guess all 100 coins. The participant is awarded $1 for every coin guessed correctly, and loses $1 for each incorrect guess. Find and prove an optimal strategy.
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