Deriving linear regression as a maximum likelihood estimator
Quantitative Programmer Interview Questions
10,229 quantitative programmer interview questions shared by candidates
What courses have you done related to Quant research?
Math and stats. Easy coding question
What did I learned from certain course.
how do you do a model?
difference between proc lifereg and proc phreg
Unable to say.
Why BAML? Why the role? Question on delta hedging, implied volatility, doable brain teaser (google 100 cells 100 prisoners problem)
Competency questions : describe a concrete situation when you faced a difficulty and how you overcome it ML questions : linear regression assumptions, what is ridge regression, statistical tests Probability brainteaser Coding questions Questions on the Black-Scholes model
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