Given more time, how could you improve your algo
Quantitative Researcher Interview Questions
2,687 quantitative researcher interview questions shared by candidates
0. Walk me through your CV and describe your Ph.D. research. 1. Given two independent Bernoulli distributions what is the joint probability mass function. The correlator should be zero since they are independent, if it is given they are correlated with a coefficient \rho, how to calculate the joint probability mass function. 2. NumPy questions related to masking. 3. What are mutable and immutable objects in python? 4. Give some examples of discrete and continuous probability distributions. 5. What is the complexity of the sorting algorithm?
Why JP? How to work with diversity?
Maths questions of brainstellar, standard cses questions for coding rounds. Prefered ML knowledge.
Questions about stochastic process and option pricing.
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.
Brain storm questions
Basic probability, some coding questions
Why do you want to work at Jane Street? Asked to write a program (in language of choice) that took a name and a sequence of characters (as, for example, the name "jump" would be assigned the sequence 'ABC' in a simple video game). Needed one method to store name-sequence pairs, and one method that would print any names associated with a sequence of characters entered by the user.
various mathematical puzzles mostly to be solved by applications of probability insights; rather time constrained
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