1. what is the expected times of tossing the coins to get three heads in a row? (smart way is to use Markov process ) 2. sinx + x - 1 = 0, does the solution exist ? if yes, why it has solution and what is it. (I said the solution is close to be pi/2 by observing) 3. sth about ordinary least square, collinearity 4. one simple ODE question, what boundary conditions required to solve Y'' = 0 5. what algorithm used to find the first element greater than target in a sorted array ? The answer is binary search, you don't need to provide code. 6. There is another coding problem which I forgot.
Quant Interview Questions
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they will sue you if you leak their questions
write down the log likelihood function of multivariate normal distribution
Why have you applied for this specific placement? What about this role do you find interesting?
What is a normal distribution and random number
General experience, stats, coding, standard probability questions
1. pure logic/quantitative questions 2. differentiation questions 3. Probability (die rolling and that type)
What is your experience with derivatives?
What are bonds and how would you price them?
"How many cups of coffee are consumed in New York City every day?"
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