E[x | x + y = 6], x & y are standard iid normal range of corr(X,Y) if corr(X, Z) = corr(Y, Z) = 0.8
Quant Researcher Interview Questions
727 quant researcher interview questions shared by candidates
What is your strategy and bps earn and features.
Find 2 maximum numbers from unsorted array
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.
Standard DP: Longest common subsequence,
dp question - very similar to knapsack
if three iid random variables have all pairwise correlations equal to r, find the min and max possible value of r.
coding questions with C++ mainly on algo
How would you improve the NPS?
Find mistakes in dataset provided
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