Pandas questions. Algorithm questions like sorting. Knowledge of quant research. Past experience.
Quantitative Interview Questions
10,153 quantitative interview questions shared by candidates
the assessment is quite hard, including some graphics teasers.
What is the difference between R squared and Adjusted R squared? Describe the procedure for computing PCA. What is the difference between a Class and an Object?
What is your strategy? How your strategy is implemented?
how will the delta of a call change as the time comes to the time to maturity? if S become higher, how will the delta change?
How will you handle a group conflict with your co-worker?
whats your sharpe ratio over the past year
Discrete What is the Black-Scholes mathematical model? What is it used for?
What is Lasso regression and can you derive it?
5-6 rounds - mix of coding, probability puzzles, resume and finance. Standard questions on dynamic programming, questions on binary search (searching for an element in bitonic array, basic dynamic programming like maximum sum to reach the last cell). Some questions on option pricing, greeks and trading of structured products.
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