multiple choice questions, diagonalizability of matrices
Quantitative Researcher Interview Questions
2,688 quantitative researcher interview questions shared by candidates
IID probability question, dice game
1. You have numbers 1- 20 in a bag. Take 3 out, what's prob of one number is the average of the other 2 numbers? 2. Father gives 2 brothers each a penny, they can choose come with or without penny. If they come to father with penny, then father flips it. If it is head, then the brother coming with penny can go to the movie. What's the best strategy both brothers can go to the movie?
I cant share the exact question. But it was broadly to do with a betting game where you bet to get to 1.6x your initial holdings with 0.25 odds of winning on each iteration. Had to assess the strategy's expected value.
How do you hear about SIG?
I spent a week on data exercise which was given about 7 days before the 3rd round. They did not review it (not even mentioned during the interview). They don't show enough respect.
Binary/Trinomial tree option pricing, probability problems(poker game, dice game), estimation of exponentials and errors in the approximation formula.
"Basic" probability, statistics, and calculus questions. The questions could all have been solved with a brute-force method, but there was a time limit, so it was clear you were supposed to know some clever way of figuring out the answer quickly. The quick method was obvious for some questions and really not for others, and again would be much more obvious if intro stats and calculus were topics you used daily even years after completing the courses.
four probability questions (dice, cards)
Making some sort of arbitrage in a simple trading scenario
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