What are the properties of a WSS process?
Quantitative Researcher Intern Interview Questions
4,854 quantitative researcher intern interview questions shared by candidates
CV based questions, some question about the knowledge of also trading
Logistic model, probabilities, some SQL and Python questions. But all very tailored to my previous experience.
Why UBS? Why the location of the offer? Basic technical questions (regression, ARIMA, ROI).
How would you treat historical data for forecasting? (see trend and seasonality reduction and ARIMA) How to test whether two samples are statistically similar? (t-test, p-value) What parameters would you consider for the repayment of customer credit loans? Assuming, you have these data, what statistical test would you run to make credit decisions? (Logit regression) Recall the definition and use of R^2 and adjusted R^2 in statistics. Why is the latter considered better than the former? What is the difference between INNER JOIN and LEFT JOIN in SQL?
Probability brain teasers on distributions
There wasnt a single question that was most important. One of the technical questions were to decide whether a certain convex functions inequality was true
They mainly asked math questions related to probability, stochastic calculus, and option pricing.
Tell me about yourself. Why quant finance?
Parité Call-Put Données nécessaire pour pricer un call Écriture d’un AR
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