Who is the CEO of Nedbank?
Quantitative Research Interview Questions
4,814 quantitative research interview questions shared by candidates
Management skills and how to lead a team
Tell me something about yourself.
Option Pricing (BS limits etc) Programming questions (SOLID principles) Logic (Goedel theorems)
Technical Interview Question (TIQ): You have arrived on an unfamiliar planet. While walking through a cemetery and reading the inscriptions on tombstones, you realize that the average lifespan of the planet’s inhabitants is 50 years. Later, you meet a 20-year-old inhabitant who asks you, “On average, how much longer do I have to live?” Could it be possible that the answer to this question, regardless of the inhabitant’s age, is always 50 years?
MTQ: In one HFT-fund, a trader whose profits can vary widely from month to month (there is no stable algorithm) wants a promotion. The management evaluates this trader's result each month by the categories "large profit" and "small profit". Management will be ready to promote the trader, if in the next 2 months his algorithm generates a large profit. In this case, if the algorithm generates a large profit in the current month, the next month the profit of the algorithm will be small with a probability of 0.7. If the algorithm's profit in the current month was small, then the next month the probability that it will become large is 0.4. What is the probability that the trader will be promoted if management estimates his profit to be large in the current month? Answers: (0.3; 0.7; 0.09; 0.58; 0.12)
Pretty standard. But cannot remember the exact details.
Can you give us an example of a time you broke a rule and how it benefited you and others
1. Expectation value of playing a game
mass of the earth estimate
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