What's the technique to do variable selection. Garch Model, Linear Model assumption
Quantitative Researcher Intern Interview Questions
4,818 quantitative researcher intern interview questions shared by candidates
random choose two points in a line, the probability of constructing a triangle how to do variable selection how to deal with multicollinity how to deal with missing data
The interview was much more about my background, not really structured, much more lax. The managers wanted to see me as a person, how I handled situations, and they would then consider my fit for the role based on my experience and character.
Describe the methods used for portfolio construction?
they asked me how would I set up a ML strategy in equity trading
Asked how to model sports
Girsanov theorem
Very detailed questions about the research I did for my masters thesis, which apparently was the interviewer's area of expertise.
Standard questions regarding regressions and market risk, option pricing
What are the assumptions made my an OLS model?
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