How do you turn a practical problem into a computer program?
Quantitativer Analyst Interview Questions
10,166 quantitativer analyst interview questions shared by candidates
What is VaR?
They asked me about the comparison of their products with other companies'.
Algorithm to test the existence of an element in a matrix that is sorted by rows and columns
They asked broad expertise knowledge in the related working area.
How to predict car racing outcome?
Ask about sponsorship first, ask about Black Scholes (description, no details), rate your C++/Python ability from 1- 10.
Talk about the Black-Scholes model for option pricing.
You have a coin with P(H)=⅔, P(T)=⅓. What’s the expected number of tosses until #heads - #tails = 2?
Conditional probability, Markov chain, uniform distribution, Kalmen filter
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