Talk about the Black-Scholes model for option pricing.
Quantitative Researcher Interview Questions
4,854 quantitative researcher interview questions shared by candidates
1, What's the deduction process of linear regression optimization? 2, Questions about git & Github, Linux system.
How to make the ultra low latency trading system from my previous jobs. Latency is less than 10 us
4 leetcode type questions 48hr programming project related to trading systems/infrastructure
Assumptions of time series model and how to test them.
Python syntax questions(list,set dictionary etc)
Why did you choose your university?
What type of work environment are you looking for?
Brainteasers
1.What's the least square method to use when the Gaussian noises are correlated. 2.What is a cross sectional model. 3.What's the difference between XGBoost and AdaBoost.
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