How do you speed up the convergence of a Monte Carlo simulation? Do you know anything about C++ templates / Python @classmethod decorator / how to verify the properties of a pseudorandom generator? Also, specific questions about choices and assumptions made in case study. Presentation lasted 10-12 minutes, but Q&A lasted four times as long.
More about my background and experiences. 2. why i was interested in this role 3. My experience around SQL and Pl/SQL, SSRS and SpotFire
Data manipulation using python, standard behavioural questions, some technical questions, eg longevity risk, investment.
Standard probability,coding, and finance questions
Describe the idea of object oriented programming
If X and Y are standard normals that are uncorrelated is X+Y normal? Provide a proof or a counter example.
Basic probability theory related puzzles.
Standard HR interview questions, such as 'Tell me your understanding of this position'. Maths interview includes standard quant tech interview questions, such as probability theory, stochastic calculus, calculus, linear algebra, brain teaser, etc. Coding interview includes algorithm tests and data structure questions.
They asked a tricky question to assess my understanding of linear regression and how it can be estimated. It required both conceptual knowledge and practical application.
What do you know about Phi Partners? How good you are in Python programming?
Viewing 8501 - 8510 interview questions