What is a martingale and why it is the building block in finance. Why the Brownian Motion is so important in finance and what are its characteristics. Write down an algorithm for computing the the square root of a number. Differences between Python and C++
Stats, brain teaser, options, markets, case study.
Basic programming questions followed by the couple of easy standard puzzles
All technical math and stats questions
coding: the hardest one is related to binary tree math: probability and statistics case study: I can't be specific and I don't think they will make it the same every year
How would you make a simulation scheme with the lowest variance?
How to derive OLS closed-form solution.
All problems were pretty much within expectation. Brain teasers/probability/calculus
No hard questions, they asked me about models they are dealing with. I'm not familiar with the work they are doing.
Go over your resume. How do you feel about working in groups vs working alone?
Viewing 9851 - 9860 interview questions