How many windows at Harvard?
Junior Quantitative Analyst Interview Questions
8,218 junior quantitative analyst interview questions shared by candidates
On jette deux dés, le résultat est caché tout ce qu'on sait c'est qu'il y a un 6, quel est alors la moyenne de la somme des deux dés
1. 2 players, 30 sided die. A choose the number first and B then choose a different number. The one who choose the number which is closer to the number the die rolls wins the amount (the die rolls) of money. For example, A choose 9, B choose 10, if die rolls 7 then B pay A 7 dollars. Would you like to be A or B? What number would you choose? What is your expected return? Does your strategy depend on you opponent?
How would you approximate pi?
Black Scholes model assumption
Do you have experience in Economic Capital Modelling?
Given an n element array . Find the minimum and the second minimum in the array ?
Many types. First round: an algo in poker kind, exotic pricing, order book, internship Second round: linear regression, LASSO, ridge, PCA, VIF, an algo of prime number, brain teaser. Third round: linear regression, logistic regression, validation, some strange questions of matrix (forget most of them), many questions about internship. Introduction to the group. Forth round: English + Chinese, VaR, prob, option, class, etc. Fifth round: English + Chinese, career preference, internship, portfolio-related, index-related, etc. I guess last 2 rounds are from different teams and just try to allocate me. (But they may find it is so hard because I am not so qualified)
What strategies did you work on and how did you build them.
Dice questions, probability, statistics, algorithms
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