Classic coin tosses Girsanov theorem
Quantitative Researcher Intern Interview Questions
4,871 quantitative researcher intern interview questions shared by candidates
Explain from a layman's terms what a neural network is
Expected number of times to throw a dice until all numbers have appeared; find det(e^A) and prove.
Questions about research, and about specific parameters used etc. Very fishy.
Derive BS equation, solve SDE.
Was given a coding challenge first
Not sure as the interview never happened.
Are you available to attend in-person interview
first will be on probability problem, relevant to the uniform distribution. then, there will be some brain teaser questions. After that, they will go through your resume, find something relevant to quant, and ask some deep questions
Coding (OOP principles, class). A few key concepts and methods
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