Quantitative Associate Interview Questions

10,159 quantitative associate interview questions shared by candidates

1. How to find rows that contains missing values for a matrix using matlab? 2. How to calculate simple moving average with moving window n for a vector X (for example, 100*1) using matlab (cannot use any build in function such as tsmovavg)? 3. Are you familiar with different optimization function in Matlab? 4. Are you familiar with GARCH model, why use ARCH/GARCH model? What kind of stochastic process you have learned? Do you use any numerical methods to solve PDE? 5. You have a coin, you don't know whether it is a fair coin or a biased one. The probability to get a head follows a uniform distribution with (0,1). Given the first toss is a head, what is the probability that the second toss is also a head?
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Quantitative Analyst

Interviewed at State Street

3.4
Jul 7, 2015

1. How to find rows that contains missing values for a matrix using matlab? 2. How to calculate simple moving average with moving window n for a vector X (for example, 100*1) using matlab (cannot use any build in function such as tsmovavg)? 3. Are you familiar with different optimization function in Matlab? 4. Are you familiar with GARCH model, why use ARCH/GARCH model? What kind of stochastic process you have learned? Do you use any numerical methods to solve PDE? 5. You have a coin, you don't know whether it is a fair coin or a biased one. The probability to get a head follows a uniform distribution with (0,1). Given the first toss is a head, what is the probability that the second toss is also a head?

One hotel has 100 rooms. Lights are all off. First person goes in turn the switch of all rooms, second one goes in and turn the switch of rooms of multiple of 2(room number 2.4.6.8.etc), third one goes in and turn the switch of rooms of multiple of 3(room number 3,6,9,12,etc), and the process went on until the 100th person goes in turn the switch of only room 100. After that please tell whether the light of room 64 is on or off.
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Quantitative Management Associate

Interviewed at Bank of America

3.9
Nov 3, 2015

One hotel has 100 rooms. Lights are all off. First person goes in turn the switch of all rooms, second one goes in and turn the switch of rooms of multiple of 2(room number 2.4.6.8.etc), third one goes in and turn the switch of rooms of multiple of 3(room number 3,6,9,12,etc), and the process went on until the 100th person goes in turn the switch of only room 100. After that please tell whether the light of room 64 is on or off.

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