Probability: 1, What's the probability getting three increasing numbers if rowed three dices? Statistics: 1, Compute (by hand, instead of using formula) the linear regression of three points, (0, 0), (0, 1) and (1, 0)
Junior Quantitative Analyst Data Analyst Interview Questions
8,224 junior quantitative analyst data analyst interview questions shared by candidates
These will test your mathematical, statistical, and programming skills. ✅ Probability & Statistics Explain the Central Limit Theorem and its significance in finance. How do you check if a dataset follows a normal distribution? Given a biased coin, how would you estimate the probability of heads using Monte Carlo simulations? Explain heteroskedasticity in regression models and how you would handle it. What is autocorrelation, and why is it important in time series analysis? ✅ Machine Learning & Predictive Modeling What are the pros and cons of linear regression vs. decision trees for financial modeling? How do you prevent overfitting in a machine learning model? Explain the difference between bagging and boosting. If you have an imbalanced dataset (e.g., fraud detection), how would you handle it? ✅ Time Series Analysis & Financial Models How would you model stock price movements? What is an ARIMA model, and when would you use it? What are some common risk metrics for evaluating a trading strategy? How do you calculate Value at Risk (VaR) for a portfolio? ✅ Programming (Python, SQL, VBA) Write a SQL query to find the top 5 performing stocks in the last 3 months. How would you implement a Sharpe Ratio calculation in Python? What is vectorization, and why is it important in Python (NumPy/Pandas)? Given a large dataset that doesn’t fit into memory, how would you process it efficiently?
The definition of option greeks
A finance-related leetcode problem on data structures and algorithms
1 leetcode easy problem linear regression optimal portofolio weight to maximize shapre ratio
Leetcode questions with a bit of finance included.
What does the "self" keyword mean in Python?
Went into detail on past experience
Questions sur l'impact qualitatif des valeurs des grecs / de leurs dérivée sur le prix d'une option
1) Questions on linear regression 2) Normal random variables and some properties of sums, variance etc 3) Calculating the expectation using integrals 4) Random walk question 5) Leetcode hard style question where you had to know how to model a problem as a graph transversal and find a shortest path.
Viewing 6071 - 6080 interview questions