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Quantitative Developer Interview Questions
10,227 quantitative developer interview questions shared by candidates
Questions about stochastic process and option pricing.
The disadvantage of RNN, why vanishing gradient?
How to find the max-Sharpe-ratio portfolio?
Classical machine learning algorithms (look at the VC dimension and how it relates to SVM) , stochastic analysis (Ito integrals, martingales), basic coding stuff. Optimizers, comparison of them, brain teasers.
Explain your project some stats, coding, math, machine learning
csv in one of the coding questions
0. Walk me through your CV and describe your Ph.D. research. 1. Given two independent Bernoulli distributions what is the joint probability mass function. The correlator should be zero since they are independent, if it is given they are correlated with a coefficient \rho, how to calculate the joint probability mass function. 2. NumPy questions related to masking. 3. What are mutable and immutable objects in python? 4. Give some examples of discrete and continuous probability distributions. 5. What is the complexity of the sorting algorithm?
Solve two data analysis coding problems .
1) Integrate e^(-x^2) from -inf to +inf 2) Solve differential equation d2x/dt2 + ω2x = 0, 3) Expected number of Hamiltonian paths in a random graph 4) Expected number of tosses to get 3 consecutive heads
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