pretty standard probability question set.
Quant Researcher Interview Questions
1,203 quant researcher interview questions shared by candidates
live coding through hackerrank with interviewer
Analyze the variance of the momentum trading strategy.
1. Past research experirence (reinforcenment learning, model explainability). A lot of followups. 2. Bias and variance trade-off in random forest. 3. Linear regression closed-form solution (w/ and w/o L2 regularization).
Resume questions. Some technical questions on statistics
There are three random variables, $X,Y,Z$. The three correlations between the three variables are the same. That is, $$\rho = \Corr(X,Y) = \Corr(Y,Z) = \Corr (Z,X)$$ What is the tightest bound you can give for $\rho$? How about the general case for $n$ random variables?
Describe linear regression in detail
Describe experience and interaction with PM
Normal distribution question, estimate pi geometrically question.
They specifically asked me to explain the detailed algorithms and methodologies I worked on at my current company, probing into technical aspects that seemed closely tied to their own business.
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