multiple choice questions, diagonalizability of matrices
Quantitative Developer Interview Questions
10,165 quantitative developer interview questions shared by candidates
Like they just deep explore your resume and your advantages.
IID probability question, dice game
1. You have numbers 1- 20 in a bag. Take 3 out, what's prob of one number is the average of the other 2 numbers? 2. Father gives 2 brothers each a penny, they can choose come with or without penny. If they come to father with penny, then father flips it. If it is head, then the brother coming with penny can go to the movie. What's the best strategy both brothers can go to the movie?
I cant share the exact question. But it was broadly to do with a betting game where you bet to get to 1.6x your initial holdings with 0.25 odds of winning on each iteration. Had to assess the strategy's expected value.
Are you more interested in research, trading, technology?
How do you hear about SIG?
I spent a week on data exercise which was given about 7 days before the 3rd round. They did not review it (not even mentioned during the interview). They don't show enough respect.
joint probability, delta hedging, random number generator and so on
Binary/Trinomial tree option pricing, probability problems(poker game, dice game), estimation of exponentials and errors in the approximation formula.
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