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Junior Quantitative Research Analyst Interview Questions
2,800 junior quantitative research analyst interview questions shared by candidates
Basic probability (conditional; Bayes theorem; correlation; expected value of order statistics; IID sequences), statistics (linear regression, think how beta varies under changes in the data), brainteasers (inference for ordered information; e.g. five people arrive to a place, incomplete information on arrival times and order, which option is necessarily true (or false)), speed of algorithms and data structure data access (sort, indexing; how fast does a structure access data), linear algebra (matrices, matrix operations; determinants and their properties), zeroes or maximums of curves under domain constraints (also in higher dimensions), mathematical series (where does a given Taylor series converge).
Could you explain diversification mathematically
Most questions can be found in one of the classical quant interview books, I knew most of them.
We have n switches, each has probability p_i being on and 1-p_i being off. What's the probability of C or more switches being on. What if C is a uniform random variable [0, n]
The number generator question and questions about my experience
Mathematical proof about a statistical rule
2 coding question; function to write square root and given n, generate all permutations of 1:n. Background questions about resume and multicollinearity concept discussion
Main thing was working with normal probabilities and solving a equation system. The more complex point was N(1,1) + N(1,1) != N(2,2) but calculating the error propagation of the standard deviation.
Describe a previous research experience.
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