They asked me about my research projects, what type of data I used in them and what type of software. They also wanted to know why am I interested in SIG and what are companies I'm interested in. Finally, they asked what are factors that will matter when deciding between job offers.
Quantitative Researcher Intern Interview Questions
4,854 quantitative researcher intern interview questions shared by candidates
Given an n-by-n real matrix A where every entry is nonnegative, if A^2 is the zero matrix, what is the maximum number of positive entries in A?
1st inteview: - textbook problem on Bayes theorem - algorithm to find the maximum value of an array and its frequency (in any language) 2nd interview: - exptected value of optimal strategy for a card game (pick a card, get +1€ for black card, -1€ for red card, standard 52 cards deck) - algorithm to find the correct order of installation incompatibilities of packages given dependences in the form [package1, package2]
They asked two questions on probability. One on the reminder of throwing dics
Calculate expectations given certain conditions.
The important thing on the mathematical assessment is to read and take seriously the instructions. I didn't do so and I had trouble managing my time as a result.
Lots of "Green book" style questions. Got really exhausted by the end of the 4 hour on-site. One thing that I didn't like is that the interviewer asked me to give a presentation on my research as if I am talking to a conference, without being told to prepare this ahead of time. She even asked if I had slides! Other than that people were generally friendly.
Regular math problems within 1 hour
Volatility forecasting using order book data was the take home assignment.
A rabbit is trying to get from point A (0,0) to point B (12,8) without overshooting, but he can only move up or right. He always alternates his step sizes between moving 2 units in a single direction and moving 4 units in a single direction. Compute the number of ways the rabbit can start at point A and end at point B.
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