questions on linear algebra/basic probability
Quant Researcher Interview Questions
727 quant researcher interview questions shared by candidates
Calculus, Linear Algebra, Probability, Brainteasers as well
the online test involves four coding questions, based on data structure and algorithms.
Given a list of selling demand for ice cream, a fridge capacity, fridge cost per ice cream, shipping cost each time buying a batch of ice cream, calculate the minimum cost meet the selling demand. (10 points)
All questions available on leet code
pretty easy questions, should understand basic python coding.
Gambler ruin problem, Dynamic programming (live coding)
Initially, the interviewer used some terminologies in fixed income, such positions and some other words, which is hard to decipher due to lack of experience. After I asked him/her to translate into math language, (which also took a lot effort), it turns out to be simple linear algebra and least square problems.
What's the difference between LASSO and ridge regression.
Please tell me about yourself.
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