How to deal with sparse datasets?
Quantitative Research Interview Questions
4,871 quantitative research interview questions shared by candidates
Q: Describe Q-Learning Q: Which of these two mathematical expressions is greater
regular questions on computer science, math and quantitative finance
- Estimate Gaussian integral - Estimate the expected value of exp(W(t)) where W(t) is a Wiener process
–Assumptions of a linear regression –Hypothesis testing – Heteroscedasticity and Weighted Least Squares – Implied vs historical volatility
Travail de groupe et case study personnel.
What are the properties of a WSS process?
CV based questions, some question about the knowledge of also trading
Logistic model, probabilities, some SQL and Python questions. But all very tailored to my previous experience.
Why UBS? Why the location of the offer? Basic technical questions (regression, ARIMA, ROI).
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