Played a bracket trading game for the interview. You have prices for teams and probabilities of winning, with only eventual champions having a payout. Asked to place bets on teams across bracket stages.
Quantitative Associate Interview Questions
10,234 quantitative associate interview questions shared by candidates
-brainteasers: you have a 6l bottle and a 4l bottle, how do you do to get 5l? -probability: in a tennis match, you and your opponent are tied with 30 points, you have a probability 0.6 of making a point and the opponent 0.4, what is your probability of winning? And how much it'll change if we make the probabilities 0.9/0.1? -mental math: 2/17 with 4 decimal digits, multiplication of 3 digits numbers
What's CCAR/DFST?
A group of people wants to determine their average salary on the condition that no individual would be able to find out anyone else's salary. Can they accomplish this, and, if so, how?
Say you can draw numbers from a uniform distribution, how can you use this to approximate pi?
Coding questions you can search, all from LeetCode. Dataset question is simple, they give you a training set and let you predict results on the test data they provided. A lot of time using pandas to preprocess the data.
How you see yourself in next 5 years?
Customer feedback / satisfaction sentiment analysis
You utilize a model for a real data set. This model has a set of assumptions. How do you know that these assumptions are consistent with the real data?
Derivation of Dupire Local Vol equation
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