The question is basically based on your resume and keep digging the details until you can not come up with an answer.
Quant Research Interview Questions
1,203 quant research interview questions shared by candidates
How would you detect and address multicollinearity in a multiple regression model, and what impact can it have on the interpretation of the coefficients?
Principales différences entre un Random Forest et Xgboost.
Introduce one project that is related to quantitative investment.
The difference between map and unorder map in C++
Standard DP: Longest common subsequence,
if three iid random variables have all pairwise correlations equal to r, find the min and max possible value of r.
dp question - very similar to knapsack
The interview was dominated by CS-related questions, mostly based around algorithms. Max-subarray, problems involving a bisection-based solution, and concepts around sorting. In addition to that a short discussion about a small class hierarchy in C++ or other language in which it makes sense to do OOP. The whole thing was done purely over the phone which made communication considerably more difficult than expected (and amplified language barrier problems). One other problem based on Monte Carlo and some properties of the proposed estimator.
probability (green book), brainteasers, coding
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