Very technical. The research experience I wrote on my resume was their core interest, so the interviewer asked all the technical details about my research work. The questions could be answered only if you did the research from a to z. Parameters, the reason for choosing the parameters, training data, assumptions made for the research. Reasons for using the model compared to others, etc. Other than the research experience, the interviewer asked 1. my overall experience of graduate school, 2. the courses I took and what programming experience I have with the courses, 3. Some optimization methods for NNs.
Analyste Quantitative Junior Interview Questions
6,222 analyste quantitative junior interview questions shared by candidates
I was asked some basic questions regarding the risk and return in different scenarios and how the risk analysis would be performed. E.g. Given a company with no previous record of transaction with us, why would we lend them the money?
What is a virtual function?
Asked me questions about specific theorems related to brownian motion.
Standard reasonable questions about c++, stochastic calculus, probability, volatility.
Numerical Assessment
What is a martingale ?
What kind of data would be required by a GPS like Google Maps to plot optimal routes around the UK? How much data would it be? What data structures would you use? How would you search for the quickest or shortest route from A to B using this data?
Write a C++ function to reverse a string
Bond negative convexity
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