Random walk question: for a,b on the real line (with a<b), what is the probability of getting to b if you start at some point c between a and b? (I was given explicit values for a, b and c)
Quantitative Research Associate Interview Questions
3,504 quantitative research associate interview questions shared by candidates
1. Effect of auto correlation on Sharpe 2. Ridge/lasso regression
Gave a written test with a variety of technical questions covering SDEs to linear algebra
Why Guidepoint? Do you have past experience working with large data sets?
None of the questions were terribly left-field Quite a few were CV-related, but others were more geared to portfolio theory. Eg: Write down the standard mean-variance Markovitz portfolio problem.
Give me an example of Normal distributed RV.
What is your favorite brand (excluding Apple, Google)?
Conditional probability. Moment generating functions. Different basic distributions. Convolution of pdf <=> Fourier transformation multiplication.
de Bruijn Graph
The questions were very generic. Was asked a simple probability brain teaser.
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