Discussing various finite difference methods.
Quantitative Analyst Intern Interview Questions
10,154 quantitative analyst intern interview questions shared by candidates
1 dp online coding 20min (medium) + 10 min CV + 30 min probability question on expectation (difficult)
Leetcode questions about pointers and arrays
Compare and contrast ridge / lasso regression, etc.
They asked a dice rolling question.
technical questions
On a scale of collaborative to completely independent, describe your work style.
Coding: Array length n. Integer k. Find the minimum sub-array length (no elements can be skipped) for which the sub-array has at least k distinct elements. If no such sub-array exists return -1. Implement naively. What is the complexity. Implement efficiently
1) dynamic programming: cansum(int a, list [b,c,d]), return whether a can be a sum of elements in the list; 2) option pricing: explain ito's lemma 3) two players, one bid a k from U(0,1), expectation of draws to bid the opponent
Intuition of zero-arbitrage in options pricing. Interviewer guided the thought process.
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