What does 'beta neutral' mean?
Quantitative Researcher Interview Questions
4,871 quantitative researcher interview questions shared by candidates
Explain what is a PCA? What do you get when you apply a PCA on stocks returns?
walk through your resume and behavioral questions
Optimal betting question based on Kelly's criterion.
What's your concern about working in an asset management company?
Mostly questions on statistics. No advanced knowledge is required but you have to be able to use the basics very well and apply them to 'quant type' problems. Some very random questions as well, e.g. what happened to oil price in 2020 april (went negative) and explain why
Q: What abilities/contexts do you feel most comfortable or confident in?
Experience with the Credit Default Model
Is Brownian motion W_t a martingale? Is W_t^2 a martingale?
What is polymorphism? If you have N bonds, each can either default or not default, how many possibilities are there?
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