- probability of a bi-dimensional brownian to get out of a ring through the outer limit before the inner limit -describe an algorithm to find the longest sequence of consecutive answers in an array, in O(n) complexity
Analyste Quantitative Junior Interview Questions
8,204 analyste quantitative junior interview questions shared by candidates
Difference between backtests for fixed income and equities
Phone interview: play a game of rolling a 6-side dice: for each roll, you can get the face value or reroll it, and you can roll it three times at most. Suppose you are a rational person, how munch would you pay for this game?
What are some standard boundary conditions for a differential equation. Brainteasers Programming Maths Financial Maths questions
- How to measure a default probability for a company ? - Compute expectation of min(X,Y) where X,Y are independent and uniform in [0,1] - How do you test and implement safeguards for your code ?
Find the minimum number of socks I need to take out from a box of red and black socks to ensure that I have k pairs of socks.
The trapping rainwater problem (famous interview problem, you can find this on leetcode).
First coding challenge: two coding questions, relatively easy (leetcode category ~ easy), one comparing two lists, the other computing the min, max, mean, std of numbers in a list. video response about how you solved the coding problems last written response describing one of your quantitive projects in the past
how do you shrink a covariance matrix on large scale data set
Shortest distance between a plane and a point.
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