Online assignment and spent around 3 hours to finished
Trader Quantitatif Interview Questions
1,133 trader quantitatif interview questions shared by candidates
*how did you take action to improve your performance based on feedback
A question was like: roll a die until you obtain either a 5 or a 6. If receive a 5 then cash out the sum of all of previous rolls but excluding the 5. If receive a 6, then no payout. Cash out mid-game for the sum is allowed. How to maximize expected payoff.
Lots of fast probability and expectation estimations. They make you play a lot of their games. Have to also be fairly familiar with options and futures, at least the basics. Be familiar with market making fundamentals too.
Explain LeadLag estimation, could it be used in same pair with different venues
-Describe 2008 financial crisis -Asked me a question regarding bernoulli distribution -If a car went around a lap at an average of 100 mph, how fast does it need to go around the 2nd time to average 200 mph?
Using an excel spreadsheet, calculate the number of flips of an unbiased coin to reject the null hypothesis with a 10% significance. (You have 10 mins to work it out then record your screen and explain your answer in 3 mins)
How to generate random numbers from a Gaussian distribution?
Write a function to compute the max drawdown of any time series of PnL's.
Describe your past trading experience and your familiarity with statistical analysis
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