Explain what is random forest. Bias and variance in this case.
Quantitative Research Analyst Interview Questions
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3 coding tasks, relating to financial and number theory problems
they did not ask me. just hackerrank
Approximate sqrt(x). n random variables are sampled iid from Uniform(0,a). Provide an estimator of a. Compute the probability density function of the largest order statistic x_(n).
How would you code a multiclass version of logistic regression ? What is a naive Bayes classifier?
NDA
Signed a NDA. Fairly standard questions though.
- first videochat was mostly a coding interview, implementing a simple function in python (number theory inspired problem) I was also asked some stat/ml questions - second videochat was in math, number theory problem and some probability problems - test was in math, stat and coding
The interview questions were quite straightforward for anyone who has had a decent Quant background.
Brain Teaser: Expected number of throws to get 3 threes in a row from a fair dice.
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