past experience and future goals. technical details about previous projects. understanding of the popular products traded. array related Algo question.
Quantitative Trader Interview Questions
1,133 quantitative trader interview questions shared by candidates
What don't you like about your current positions?
The written test is quite basic and diverse, so that you can get points regardless of your previous experience (Math, CS, Economics, Finance). In the interviews things get trickier and I was asked several questions about variational calculus, in which I had little to no experience.
Explain how you would write a program that takes in an array and target value and computes the position of two values in the array that would add up to the target value (i.e. Two Sum problem)
If a hurricane were to hit Florida in the next week, what industries would be affected and how would that affected associated stock prices? What is the bias-variance tradeoff? If one is overfitting their data, will the bias be high, or low? Will the variance be high, or low? (Don't remember the exact question word-for-word, but I was essentially asked on how to perform the KNN algorithm given some input data) If two people pick a random real number from 0 to 1 (inclusive), what is the probability that the first person will pick a higher number than the second? Describe the pdf of the difference between the two numbers selected. What is the expected difference between the two numbers? (iirc there were a few mental math questions thrown in as well)
verbal analysis, numerical analysis, and diagrammatic analysis
Expected value and game strategy for dice rolling games.
how is SP500 and BTC correlation
Tell me about Black Scholes options pricing model
Some basic quick math questions like multiplication and division that need to be done quickly. Some questions where you are given betting odds and you are asked to place money and explain why you spent it on an outcome
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