Many types. First round: an algo in poker kind, exotic pricing, order book, internship Second round: linear regression, LASSO, ridge, PCA, VIF, an algo of prime number, brain teaser. Third round: linear regression, logistic regression, validation, some strange questions of matrix (forget most of them), many questions about internship. Introduction to the group. Forth round: English + Chinese, VaR, prob, option, class, etc. Fifth round: English + Chinese, career preference, internship, portfolio-related, index-related, etc. I guess last 2 rounds are from different teams and just try to allocate me. (But they may find it is so hard because I am not so qualified)
Senior Quantitative Analyst Interview Questions
10,234 senior quantitative analyst interview questions shared by candidates
Black Scholes model assumption
SDE , numerical methods , VaR , stochastic calculus, statistics, OOP
Do you like markets? Convince me.
Do you have experience in Economic Capital Modelling?
General questions about who I am, why did I apply for the position
Why did you chose npower?
Suppose you have a one-dimensional array A with length n that contains both positive and negative numbers. Design an algorithm to find the maximum sum of any contiguous subarray.
What is your favorite machine learning algorithm and why?
How did you find the intern opportunity?
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