Research Engineer Interview Questions

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A,B and C choose a integer between 1 and 100 in turn to minimize the difference between the integer they choose and an unknown uniformly distributed random integer. B knows what A chooses and C knows what A,B choose. What is A's optimal strategy?
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Quantitative Researcher

Interviewed at WorldQuant

4.2
Dec 14, 2016

A,B and C choose a integer between 1 and 100 in turn to minimize the difference between the integer they choose and an unknown uniformly distributed random integer. B knows what A chooses and C knows what A,B choose. What is A's optimal strategy?

First round: basic probability, combinatorics. A bear wants to catch 3 fish from a river. when he has caught 3 fish, he'll leave. when a fish comes, there is a 1/2 chance he'll catch it. what's the probability that the 5th fish will not be caught?
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Quantitative Researcher Intern

Interviewed at Jane Street

4.4
Oct 6, 2017

First round: basic probability, combinatorics. A bear wants to catch 3 fish from a river. when he has caught 3 fish, he'll leave. when a fish comes, there is a 1/2 chance he'll catch it. what's the probability that the 5th fish will not be caught?

1. code the n term of Fibonacci, using iteration, then use recursion only, then use recursion and memorization. What is the time complexity and space complexity for all three cases. 2. Linear regression of X and y, X is n-dimensional and y is 1-dimensional, how would beta, standard error of beta, r2, and t-stat of beta change if you duplicate the data. Can you explain the results intuitively? 3 London has p probability of rain. You have 3 friends, they have 2/3 probability of telling truth, and 1/3 probability lying. Suppose all friends tell you rain, what is the probability it rains? 4. Leetcode
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Quantitative Researcher

Interviewed at Two Sigma

3.9
Feb 20, 2018

1. code the n term of Fibonacci, using iteration, then use recursion only, then use recursion and memorization. What is the time complexity and space complexity for all three cases. 2. Linear regression of X and y, X is n-dimensional and y is 1-dimensional, how would beta, standard error of beta, r2, and t-stat of beta change if you duplicate the data. Can you explain the results intuitively? 3 London has p probability of rain. You have 3 friends, they have 2/3 probability of telling truth, and 1/3 probability lying. Suppose all friends tell you rain, what is the probability it rains? 4. Leetcode

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