Solve two data analysis coding problems .
Quantitative Developer Interview Questions
10,156 quantitative developer interview questions shared by candidates
Questions about stochastic process and option pricing.
Classical machine learning algorithms (look at the VC dimension and how it relates to SVM) , stochastic analysis (Ito integrals, martingales), basic coding stuff. Optimizers, comparison of them, brain teasers.
The disadvantage of RNN, why vanishing gradient?
How to find the max-Sharpe-ratio portfolio?
conditional probability
Brain storm questions
n/a
Work out a strategy for playing a game where a 100 sided fair die is rolled, and you are paid the value shown on the die in pounds. Each roll of the die costs £1.
Specific interview questions are confidential; I will only note that they were probability problems and some basic game theory. No fancy math, though some problems did require a trick as the straightforward approach would take way too long.
Viewing 9261 - 9270 interview questions