If you couldn't use the model you used for predicting returns, what would have you chosen?
Quantitative Research Interview Questions
4,871 quantitative research interview questions shared by candidates
general questions why you want to be working at our firm
Why do you want to work in quant trading?
Data Algorithms and Big O
Linear regression assumptions. Pandas operations.
Never gotten an interview unfortunately.
Explain LeadLag estimation, could it be used in same pair with different venues
What's a strength and a weakness of yours?
go through your resume, what is your weakness, challenge/failure
OLS, linear regression assumption, which assumption is the most important one? How would you explain MLE to a novice, MLE for logit regression, derive BS formula, how does merton uses option pricing theory for modelling probability of default....there were a lot of questions but they wanted to see that you know what you are talking about, that you are really familiar and experienced with the topics. No super hard maths questions like for a quant role. The interviewer told me itself, we are looking for 33% consultant 33% mathematician and 33% programmer....a blend....
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