Explain self-attention and code it up in C++.
Quantitative Research Analyst Interview Questions
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Brain teasers 1. Clock is 5:15, what's the angle between the clock hands? 2. When is the next time when the hour and minute hands are gonna be overlapping?
Can you find a satisfying assignment of 31x + 29y + 30z = 365
This was not a very technical interview. He did ask me some questions about ML though, how to combat overfitting (Cross-validation), and methods for hyperparameter tuning(grid search)
Design a local stochastic volatility model how to hedge
Do you like soccer?
Basic questions on options, what a market maker does/how it makes money; two brain teasers; motivational questions.
Research, coding language, portfolio construction, backtesting
Given a dataset of investment analyst sentiment, how would you extract signal? Word problem wrapping a Markov chain stationary distribution.
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