How would you compute a moving average for financial tick data?
Quantitative Interview Questions
10,167 quantitative interview questions shared by candidates
Most recent internship experience in your resume?
First round PRVI: six behavior questions, 30s to prepare and 3 mins to record for each question
Small case study question. Present a subject to client.
Walk through your resume. Many deep questions regarding projects and interns.
One interview is a resume walk-through One interview is a case study One interview is similar to the behavior
Ridge and LASSO regression, PCA, martingale process, stochastic calculus, random forest, Newton-Raphson method and (conjugate) gradient descend and their complexity.
Why EY; Binomial tree model; Arbitrage opportunity; Tell me a time when you solved a problem using whichever programming language you know.
Write out the model you are working on
Q1: introduce yourself? Q2: a coding question
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