Present in details one of your past forecast model.
Junior Quantitative Research Analyst Interview Questions
1,405 junior quantitative research analyst interview questions shared by candidates
Gaussian processes, how to address non-stationarity (not asked in those terms but probably what they want you to do), lag analysis (auto-correlation, partial auto-correlation), correlation analysis between series. They don’t ask things clearly like this but it’s what they expect candidates to do I think.
Describe gaussian processes
How long would it take you to replicate all of the strategies that you've worked on?
Questions about probability and statistics
Can’t say too much about it.
Why do you want to switch from academia to quant finance?
Describe a challenging project you've worked on
proba, stats and dynamic programming
There was no truly difficult or unexpected questions.
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