What is a Choleski decompostion?
Quant Analyst Interview Questions
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Great. The interviewer is very friendly, and the questions are some classical questions modified from the green book. linear algebra, eigenvalues, Bayes, OLS. lots of questions on empirical statistics and eyeball tests
Calculate the coefficient for a linear regression problem.
Tell me more about X on your resume
They ask about a number theory proof question
What is the sum of the digits of your phone number
Cholesky decomposition of the matrix
Walk through the resume and some questions.
30 min zoom call general behavior questions. The team is just founded and are recruiting. The strategy is cross-asset. General behavior question what do you see yourself in 5 years etc. And asked about resume and how to design a backtest.
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