It was some leet code questions with some array manipulations.
Quantitative Research Intern Interview Questions
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Explain logistic regression. Some statistics questions
What is a Risk-neutral measure ?
Construct a digital option at a specific strike price using vanilla European options.
Calculate p^n. What is the computation time for p*p^(n-1)? How to reduce the computation time?
Describe internal compliance procedures in your current company.
Range of brain teasers, theory of statistics and modelling questions. Differences between LR, ridge, lasso.
Hackerrank: standard hackerrank questions (things like strings, arrays, etc.). Technical screen: maths brainteasers, questions about programming (no editor -- high level, about differences between languages).
Solve this Black-Sholes equation: df=(a+bW)dt+c*dW where a,b,c are real numbers and W(t) is a random process
Stochastic process like solving O-U process, C++ puzzles, comparison of sorting algorithms
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