Probability/Statistics: You have two fair dice. What's the probability their sum is a prime number? (Work it out in 30 seconds) Three people play a game where each flips a coin. Last person with a different result wins. What's the expected number of flips? Mental Math: What's 17 x 23? (5 seconds to answer) Square root of 2907 to two decimal places? (20 seconds) If S&P moves 0.3% and AAPL beta is 1.2, what's AAPL's expected move? Programming/Algorithms: Write a function to find arbitrage opportunities in a currency exchange matrix Given real-time trade data, design an algorithm to detect wash trading Implement a fast moving median calculator for streaming data Market Knowledge: How would you arbitrage S&P 500 futures vs the underlying basket? What happens to options prices during earnings announcements? Design a mean-reversion strategy for ETF pairs trading Brain Teasers: 100 people with red/blue hats. Each can see others' hats but not their own. They must simultaneously guess their hat color. They can plan beforehand. Maximize group survival.
Quantitative Research Associate Interview Questions
4,870 quantitative research associate interview questions shared by candidates
The impact of multicollinearity, imbalance data, and missing values on the performance of the regression model. Derivation of some equations.
Some playing card game
Walk me through your resume and past projects
Facing a certain scenario of stocks, how to come up with a trading strategy?
probability, ML questions
find all prime numbers smaller than n.
You are given two ropes that when lit burn in one hour. Which one of the following CANNOT be measured? a) 50 min b) 30 min c) 25 min d) 35 min.
It was an optimization problem. Required good review of calculus and matrix algebra (eigenvalues, eigenvectors, etc.)
You have such a strong academic background, why don't you go to academia and become a professor?
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