Go through your resume. Why do you choose Millward Brown?
Quantitative Researcher Interview Questions
3,504 quantitative researcher interview questions shared by candidates
Signed an NDA
What does 'beta neutral' mean?
Explain what is a PCA? What do you get when you apply a PCA on stocks returns?
walk through your resume and behavioral questions
Experience with the Credit Default Model
Is Brownian motion W_t a martingale? Is W_t^2 a martingale?
Mostly questions on statistics. No advanced knowledge is required but you have to be able to use the basics very well and apply them to 'quant type' problems. Some very random questions as well, e.g. what happened to oil price in 2020 april (went negative) and explain why
Q: What abilities/contexts do you feel most comfortable or confident in?
Leetcode medium problem about containers https://leetcode.com/problems/container-with-most-water/.
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