Calculate the probability that the value of the first roll of a six-sided die is strictly less than the value of the second roll. Why SIG? Why Trading?
Trader Intern Interview Questions
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Math questions. Basic probability and statistics. Mostly green book level.
Most of them are probability questions.
How would you estimate the deepest mountain in the sea.
Different probability - Bayesian probability.
Markov chain/recursion related probability questions, Bayes
There is another brain teaser
They asked probability and expected value questions, none of which are too complicated but can be phrased oddly to throw you off or require quite a bit of thinking.
Why are you interested in quantitative finance, and why SIG in particular?
Go to Trading Interview and do their SIG questions
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