Skip to contentSkip to footer

Quantitative Research Intern Interview Questions

Salaries
Interviews

4,871 quantitative research intern interview questions shared by candidates

Great focus on stochastic calculus questions, such as brownian motion, martingale, application of ito lemma. (Whether W^3 is a martingale or not, if not, add a term and makes it a martingale). Markov chain (2 people play a game, roll the dice one by one, the person who first roll the 6 win, what is the probability of the 1st person to win). Some probability and statistics questions. A little linear algebra. 3/5 questions are maths, 1/5 questions are coding (such as the inheritage of the class in C++), 1/5 are financial questions(delta hedging, butterfly option spread).
avatar

Quantitative Research Associate

Interviewed at J.P. Morgan

3.9★
Mar 21, 2017

Great focus on stochastic calculus questions, such as brownian motion, martingale, application of ito lemma. (Whether W^3 is a martingale or not, if not, add a term and makes it a martingale). Markov chain (2 people play a game, roll the dice one by one, the person who first roll the 6 win, what is the probability of the 1st person to win). Some probability and statistics questions. A little linear algebra. 3/5 questions are maths, 1/5 questions are coding (such as the inheritage of the class in C++), 1/5 are financial questions(delta hedging, butterfly option spread).

Define a random variable, conditionnal expectation, independency of r.v. What is a Lasso/Ridge regression ? What is a PCA ? what is the main hypothesis ? What is Monte Carlo ? Monte Carlo with rejection sampling ? What optimisation algorithms was I able to explain ? What are bayesian statistics ?
avatar

Off Cycle In Quantitative Research

Interviewed at J.P. Morgan

3.9★
Nov 9, 2015

Define a random variable, conditionnal expectation, independency of r.v. What is a Lasso/Ridge regression ? What is a PCA ? what is the main hypothesis ? What is Monte Carlo ? Monte Carlo with rejection sampling ? What optimisation algorithms was I able to explain ? What are bayesian statistics ?

I was asked to do a case study, e.g there's a company whose main competitor's profit margin is outpacing our company. Here I was asked to start asking the relevant questions that would give me information necessary to solve the company's problem.
avatar

Quantitative Risk Analyst

Interviewed at Aegon

3.4★
Nov 8, 2021

I was asked to do a case study, e.g there's a company whose main competitor's profit margin is outpacing our company. Here I was asked to start asking the relevant questions that would give me information necessary to solve the company's problem.

Viewing 2161 - 2170 interview questions

Glassdoor has 4,871 interview questions and reports from Quantitative research intern interviews. Prepare for your interview. Get hired. Love your job.