I was asked to solve a hypothetical case about an App.
Quantitative Research Intern Interview Questions
3,502 quantitative research intern interview questions shared by candidates
stochastic calculus and probability and statistics
What is PCA? What is multicollinearity? Two assets with different variance but same return, which one you want to incorporate in your portfolio?
A lot of general concept type of questions such as the meaning of beta. Go really deep into your past experiences relevant to the position, so be prepared. Mainly tests your sense about the market.
Explain your background and your transition from mathematics to finance. What was the subject of your dissertation? Did it include mathematical modelling? What are the drivers of global equity markets/asset prices? Describe a scenario which you find interesting and do a long/short recommendation accordingly. What would you test concerning inefficiencies or patterns in the market? How?
A cube is shrinking in the water, but still stays the shape of cube. Given the shrink rate of its volume, ask you to find out the shrink rate of surface area
Online test - Greeks computation, math, probability Take-home test: Math questions + Some questions using option data from Deribit
What is delta hedging?
What other positions are you applying for?
Tell me about the last paper you read. then 1 leetcode easy + 1 pandas question (also pretty direct)
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