Select the models you've built that you're most confident with and explain in detail. Starts with data access and manipulation, model selection rationale and why, what these models assess, and what each parameter and coefficient represents. What the results are and how do you do backtesting. Any better models?
Introduce Yourself? What are you previous roles?
Name a time you had to resolve a dispute in the workplace.
can X,Y,Z have negative correlation?
Bayes formula type of question
Probability theory, martingales (stopping times), Markov processes (gambling problems), ordinary least squares regression, estimation theory, modern portfolio theory (CAPM and APT) and C++ (operator overloading and backtracking)
What is tail distribution? Normal distribution C++ copy constructor OOP data abstraction polymorphism Numerical method Monte Carlo newton method
based on cv, math problems and financial concepts
- wide discussion on linear regression
A sample quant test can be found on their website. In my opinion, the sample test was more difficult than the actual test. It covered basic statistics, probability and algorithm topics from a typical undergraduate degree in statistics. After passing the test, there is a triage interview with a real quant. This interview was more challenging than the online assessment, comparable to the sample quant exam.
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