Walk me through stochastic gradient descent How would I optimize a linear regression Give me two ways to minimize ML model error
Quantitative Researcher Interview Questions
3,501 quantitative researcher interview questions shared by candidates
How would you allocate an 2 asset portfolio with sharpe ratios of 3 and 1?
text-mining question
Math, probability, stats, optimization, ML, some algos, some more 'general' applied questions. Fairly typical technical questions.
Can you code in C++?
When to use Gradient boosting Trees vs Random Forrests?
Talk about the projects you worked on. Give details on how various aspect of the quantitative strategy were done.
Graph related bond question about whether or not the price goes up or down depending on certain situations.
No reli any. One the leader asked me how would i estimate GDP.
Highly theoretical machine learning based online quiz. I found their questions to be requiring overly niche ML knowledge compared to places to Citadel, Two Sigma, etc. that I also interviewed with.
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