Can you minimize piecewise linear function without adding auxiliary variables?
Quantitative Researcher Interview Questions
4,818 quantitative researcher interview questions shared by candidates
What is the Heston model
Asked about hands-on experience in machine learning, experience in handling large data, concepts in statistical learning, derivatives and greeks, delta gamma hedging, bayesian statistics.
Why did you choose our company?
difference between martingale and Markov chain
No extremely difficult or surprise questions; if you have sufficient background in quantitative techniques, particularly applied maths and you are well prepared, everything should go well.
Gambler ruin problem. To derive the probability to win given.
What is a normal distribution?
what is your strenghts and weakness
How maps are implemented in C++?
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