1) dynamic programming: cansum(int a, list [b,c,d]), return whether a can be a sum of elements in the list; 2) option pricing: explain ito's lemma 3) two players, one bid a k from U(0,1), expectation of draws to bid the opponent
Quantitative Analyst Interview Questions
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Pair programming problem solvable with dynamic programming
DP palindrome question, can be found on leetcode.
Dynamic programming, probability, regularization, feature selection
Intuition of zero-arbitrage in options pricing. Interviewer guided the thought process.
Finding relation among a big dataset
I don't remember much but it was pretty basic stuff.
Basic stats, one algorithm question, online coding tests.
Define what is linear regression Define what is value at risk What is your GPA
basic data structures and algorithms, followed by another more quantitive one for finding the next term in a sequence.
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