Calculate expectations given certain conditions.
Quantitative Researcher Interview Questions
2,688 quantitative researcher interview questions shared by candidates
The important thing on the mathematical assessment is to read and take seriously the instructions. I didn't do so and I had trouble managing my time as a result.
Lots of "Green book" style questions. Got really exhausted by the end of the 4 hour on-site. One thing that I didn't like is that the interviewer asked me to give a presentation on my research as if I am talking to a conference, without being told to prepare this ahead of time. She even asked if I had slides! Other than that people were generally friendly.
Regular math problems within 1 hour
Volatility forecasting using order book data was the take home assignment.
A rabbit is trying to get from point A (0,0) to point B (12,8) without overshooting, but he can only move up or right. He always alternates his step sizes between moving 2 units in a single direction and moving 4 units in a single direction. Compute the number of ways the rabbit can start at point A and end at point B.
Calculate expected payoff of a coin toss game and decide on optimal strategy to play this game.
Basic coin flipping, bayesian rule
Typical probability game strategy questions.
What is the expected payoff of a game in which you win whatever a die roll shows? What if you can re-roll the die?
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