How do you speed up the convergence of a Monte Carlo simulation? Do you know anything about C++ templates / Python @classmethod decorator / how to verify the properties of a pseudorandom generator? Also, specific questions about choices and assumptions made in case study. Presentation lasted 10-12 minutes, but Q&A lasted four times as long.
Questions sur le candidat, le cv, les expériences.
Basic probability theory related puzzles.
Standard HR interview questions, such as 'Tell me your understanding of this position'. Maths interview includes standard quant tech interview questions, such as probability theory, stochastic calculus, calculus, linear algebra, brain teaser, etc. Coding interview includes algorithm tests and data structure questions.
They asked a tricky question to assess my understanding of linear regression and how it can be estimated. It required both conceptual knowledge and practical application.
What is polymorphism? If you have N bonds, each can either default or not default, how many possibilities are there?
Where do you see yourself in 5 years?
What does 'beta neutral' mean?
Explain what is a PCA? What do you get when you apply a PCA on stocks returns?
Find the Cholesky decomposition of A =[2 -2; -2 5]
Viewing 8461 - 8470 interview questions