Quantitativer Analyst Interview Questions

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R2 Project: 1. You are given a table of strike and implied volatility, use them to calculate the implied distribution. 2. Describe the pattern of the implied distribution you get. 3. Evaluate the implied distribution you get. 4. Predict the two year implied distribution.
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Options Volatility Quantitative Analyst

Interviewed at Belvedere Trading

4.2
Dec 2, 2017

R2 Project: 1. You are given a table of strike and implied volatility, use them to calculate the implied distribution. 2. Describe the pattern of the implied distribution you get. 3. Evaluate the implied distribution you get. 4. Predict the two year implied distribution.

For the interview where I had to record myself speaking, I received the question with the 3 traders that earn money based on the uniform distribution. For the real interview, I was asked the following: You have 6 different weights: 101, 102, 103, 104, 105 and 106 kg. If you place the weights at random, 3 on each side of a scale, what's the probability that the 106 kg one will be on the lighter scale?
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Graduate Quantitative Researcher

Interviewed at IMC Trading

4.1
Jun 15, 2022

For the interview where I had to record myself speaking, I received the question with the 3 traders that earn money based on the uniform distribution. For the real interview, I was asked the following: You have 6 different weights: 101, 102, 103, 104, 105 and 106 kg. If you place the weights at random, 3 on each side of a scale, what's the probability that the 106 kg one will be on the lighter scale?

Suppose there is a series of 100 light bulbs labeled 1 through 100 that all start in the off position. Person 1 walks in the room and turns on every light bulb. Person 2 walks in the room and flips the switch on every 2nd light bulb (i.e. he turns off all even numbered light bulbs). Person 3 walks in the room and flips the switch on every 3rd light bulb (turning some on and some off). This process continues until person 100 goes through and flips the switch on the 100th light bulb. Which light bulbs will be lit up at the end?
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Quantitative Research Analyst

Interviewed at Numeric Investors LLC

3.8
Aug 4, 2012

Suppose there is a series of 100 light bulbs labeled 1 through 100 that all start in the off position. Person 1 walks in the room and turns on every light bulb. Person 2 walks in the room and flips the switch on every 2nd light bulb (i.e. he turns off all even numbered light bulbs). Person 3 walks in the room and flips the switch on every 3rd light bulb (turning some on and some off). This process continues until person 100 goes through and flips the switch on the 100th light bulb. Which light bulbs will be lit up at the end?

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