Classical machine learning algorithms (look at the VC dimension and how it relates to SVM) , stochastic analysis (Ito integrals, martingales), basic coding stuff. Optimizers, comparison of them, brain teasers.
Analyste Quantitative Junior Interview Questions
10,165 analyste quantitative junior interview questions shared by candidates
The disadvantage of RNN, why vanishing gradient?
How to find the max-Sharpe-ratio portfolio?
conditional probability
Brain storm questions
n/a
Work out a strategy for playing a game where a 100 sided fair die is rolled, and you are paid the value shown on the die in pounds. Each roll of the die costs £1.
Specific interview questions are confidential; I will only note that they were probability problems and some basic game theory. No fancy math, though some problems did require a trick as the straightforward approach would take way too long.
They give me a large integer number. The task is to decompose it into prime numbers and construct a new number.
Basic probability, some coding questions
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