The interview was dominated by CS-related questions, mostly based around algorithms. Max-subarray, problems involving a bisection-based solution, and concepts around sorting. In addition to that a short discussion about a small class hierarchy in C++ or other language in which it makes sense to do OOP. The whole thing was done purely over the phone which made communication considerably more difficult than expected (and amplified language barrier problems). One other problem based on Monte Carlo and some properties of the proposed estimator.
Quant Developer Interview Questions
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Standard DP: Longest common subsequence,
There was 3 coding questions all were leet codes medium questions
dp question - very similar to knapsack
Tell us about your research, and your innovations. What is market liquidity? how to measure it?
if three iid random variables have all pairwise correlations equal to r, find the min and max possible value of r.
What do you know about Da Vinci and its business
Why are you interested in Da Vinci?
coding questions with C++ mainly on algo
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