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Quantitative Researcher Intern Interview Questions
3,510 quantitative researcher intern interview questions shared by candidates
de Bruijn Graph
Conditional probability. Moment generating functions. Different basic distributions. Convolution of pdf <=> Fourier transformation multiplication.
I asked him what did he think about my case analysis. Because I spent a lot of time preparing any potential questions he might ask before the interview. But he ended up asking nothing about that. He said it was pretty good. That's it.
The questions were very generic. Was asked a simple probability brain teaser.
Given that I only did a basic phone screen, nothing was unexpected.
They asked about experience with large data sets
Assumptions of the Black-Scholes option pricing formula. And asked me to write the formula.
Probability, normal distribution properties, Brownian motion...
ED 1.Option payoff: (Max(s1,s2),0)+, find the p1,2 that could maximize the payoff(p1,2 = -1) 2.Option payoff: 1(s>k), use which model to price it VP 3.go through your resume 4.internship experience, discussed a strategy I developed before, asked a lot details 5.assumptions of OLS 6.why no multicolinearity; how to check multicolinearity (VIF), definition of VIF statistic, other methods without checking VIF? (large r squared, but none of the parameters is significant) 7.stepwise 8.arma, acf and pacf plots, very detailed 9.probability problem, conditional probability 10. expected time to clean up 100 dirty apples in a bag, pick one each time ED 11.go through your resume 12.my exchange experience 13.internship experience 14.probability, classic 3 doors problem, should I switch 15.conditional probability 16.BS equation, why no u? (no arbitrage) 17.difination of brownie motion
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