What is a martingale? Correlation matrix
Quantitative Researcher Intern Interview Questions
4,855 quantitative researcher intern interview questions shared by candidates
Questions such as when faced a certain type of dataset, which model will you choose?
Algorithm: given an array of numbers: 1,5,3,2,4,2,3,1,2,3,2,4. Return another array with duplicate numbers in consecutive positions and in order of their first appearance, in the example the result should be: 1,1,5,3,3,3,2,2,2,2,4,4
given an array, find out three numbers such that their product is maximum.
Every round included typical behavioral questions (Why this position? Walk me through your resume, etc.) Technical questions related to CFA knowledge (What are the factors in Fama-French?), statistical knowledge (How do you deal with outliers in data sets?) (What issues might you have with normalizing variables and how would you address them?), and a basic programming questions (What Python libraries do you have proficiency with? How would you use them to analyze large data sets?)
What will you check before applying multivariate linear regression on a given data set?
For the phone screen I was asked to pick 2 out of 3 categories: probability, algorithms, logic. For the superday, questions were about past projects, as well as technicals in probability and algorithms (think bayes theorem and leetcode). Also a couple of brainteasers.
The first assessment they said would be 'fast mental arithmetic and approximation'. This was however not the case in my opinion. It had to do with solving system of equations, probability theory and even some question about binary numbers. I somehow managed to pass this one (which I was very surprised by). The second assessment was a coding challenge. This was more straightforeward, where you had to code a backtester for a trading algo. However, I failed this one.
Where do you see Facebook in 5 years from now? Give an example of when you showed entrepreneurial spirit. Pick a user experience problem on Facebook that is relevant to FB's mission and propose a research plan.
Simple online test in python followed by a phone call interview. During the phone call interview they asked me about the assumption of linear regression, as if I had memorized those. She rejected me on the spot because I didn't know them. But I looked through Casella and Berger and Elements of Statistical Learning but I didn't find anywhere these assumptions.
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