The technical interview consisted of a variety of questions on pricing, Fixed Income, numerical analysis. One question was: You are at the horse racetrack. Four horses are racing. Betting on any horse costs $100. Betting on the first three horses pays off $400. The fourth horse pays off $399. If you can both take and "write" bets, what is your strategy for riskless profit?
If you look at a clock and the time is 12:15, what is the angle between the hour and the minute hand?
Bayes' formula
What is a fat tail distribution. Give an example.
They asked me about PCA, poisson process, Monte Carlo Method, PDE solver
What are the assumptions of linear regression
Questions involving deriving Neural networks.
1) How passionate are you about training? 2) What’s the difference between a teacher and a trainer? 3) Let us know interesting things about you
How would you margin product A?
Just had to examine the weaknesses and strengths on the models.
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