Machine Learning Questions about Model Validation
Quant Developer Interview Questions
2,953 quant developer interview questions shared by candidates
Cholesky decomposition, Expectation/probability question, Real Analysis
Leetcode easy/medium questions were asked. 3 questions with 30 mins each
1st round technical interview: one focused on a roll dice probability question. Another one is related to time value of money.
They asked some coding questions
4 technical interviews with questions around pricing derivatives, stochastic calculus and advanced probabilities questions. Questions are fairly easy and interviewers are helpful and interactive.
What were the challenges in the past work/life, and how did you overcome?
What did you do during PhD?
Describe an algorithm to approximate zero of a continuous function.
Basic probability/stat questions; Given the correlation corr(X,Z), corr(X,Y), what is the range of corr(Y,Z).
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