Linear algebra, differential equations, simple coding
Quantitative Programmer Interview Questions
10,224 quantitative programmer interview questions shared by candidates
Very basic Python questions. I was also asked why I want to join M&G, etc.
Basic questions - tell about yourself, discussion over personal test, they have asked to fill in earlier. Some simple scientific questions related to the position.
Ito's Lemma and quadratic variation.
cover a broad scope of topics
What did you do in your research
ML questions: compare Ridge and Lasso regressions
tell me about the methodology of LSTM
What is Value at Risk and how to adjust for periods
Le modéle de Heston? Volatilité Locale?
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