No extremely difficult or surprise questions; if you have sufficient background in quantitative techniques, particularly applied maths and you are well prepared, everything should go well.
Quantitative Research Internship Interview Questions
816 quantitative research internship interview questions shared by candidates
How maps are implemented in C++?
Based on the AR(1) plot, what can you conclude about the correlation.
Brownian motion
One step binomial tree model. He have S0 = 100 and S1 equal to 110 in the up state and 90 in the down state. Assuming the risk free rate is zero. What is the price of a call option with strike 90.
Pandas, why Gradient Boosting Trees over LSTM
Q: In this firm that you worked that, how do you think they measure the performance of their strategies. (Follow up ) Q: If you were them, how would you do it (I said I was an intern and they never told me).
Noodles in a soup problem (find loops), some coin flip problems, calculate the eigenvalues of an NxN matrix whose columns are all [1, 2, 3, ..., N].
asked to solve a problem about dynamic programming
Random walk inspired problem which progressively kept on getting harder and focus on physical intuition
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