Derive a stochastic process using Ito's lemma.
Quantitative Researcher Intern Interview Questions
4,829 quantitative researcher intern interview questions shared by candidates
Read over these 4 scenarios and tell me how you would prioritize them and what you would do to resolve each problem.
Why choose RBC
20 minutes for 120 questions
Only 20 minutes for 120 questions
The phone screening interview was quite easy, I was asked about my research experience, some algorithm questions (dynamic programming) and some probability questions. The online interview was more extensive: dynamic programming, coding with python, and again probability questions.
Winning percentage of a soccer game in next year
In the interview I was asked about my background and PhD research, including some nontrivial questions that I struggled a bit with. Then was a probability question. The interviewer was very nice and eventually coaxed the answer out of me.
Tell me about your research, some brainteaser with coins, some central limit theorem question
Math questions are easy (a regression problem, and a calculus). Coding problem is related to weighted medium.
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