Junior Quantitative Analyst Data Analyst Interview Questions

10,226 junior quantitative analyst data analyst interview questions shared by candidates

Explain your background and your transition from mathematics to finance. What was the subject of your dissertation? Did it include mathematical modelling? What are the drivers of global equity markets/asset prices? Describe a scenario which you find interesting and do a long/short recommendation accordingly. What would you test concerning inefficiencies or patterns in the market? How?
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Quantitative Research Intern

Interviewed at BlackRock

3.7
Feb 17, 2015

Explain your background and your transition from mathematics to finance. What was the subject of your dissertation? Did it include mathematical modelling? What are the drivers of global equity markets/asset prices? Describe a scenario which you find interesting and do a long/short recommendation accordingly. What would you test concerning inefficiencies or patterns in the market? How?

If a hurricane were to hit Florida in the next week, what industries would be affected and how would that affected associated stock prices? What is the bias-variance tradeoff? If one is overfitting their data, will the bias be high, or low? Will the variance be high, or low? (Don't remember the exact question word-for-word, but I was essentially asked on how to perform the KNN algorithm given some input data) If two people pick a random real number from 0 to 1 (inclusive), what is the probability that the first person will pick a higher number than the second? Describe the pdf of the difference between the two numbers selected. What is the expected difference between the two numbers? (iirc there were a few mental math questions thrown in as well)
avatar

Quantitative Trader Intern

Interviewed at Wolverine Trading

4.7
Mar 13, 2022

If a hurricane were to hit Florida in the next week, what industries would be affected and how would that affected associated stock prices? What is the bias-variance tradeoff? If one is overfitting their data, will the bias be high, or low? Will the variance be high, or low? (Don't remember the exact question word-for-word, but I was essentially asked on how to perform the KNN algorithm given some input data) If two people pick a random real number from 0 to 1 (inclusive), what is the probability that the first person will pick a higher number than the second? Describe the pdf of the difference between the two numbers selected. What is the expected difference between the two numbers? (iirc there were a few mental math questions thrown in as well)

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