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      Quant Interview

      May 18, 2018
      Anonymous Interview Candidate
      Pudong, Shanghai
      No offer
      Positive experience
      Difficult interview

      Application

      I applied online. The process took 1 day. I interviewed at CICC (Pudong, Shanghai) in Jan 2016

      Interview

      went through my resume and talked about several project I listed in the resume. be asked some questions regarding to the projects of course. In the end of it, they asked some questions to test my coding skill and academic background.

      Interview questions [4]

      Question 1

      write a code to calculate the maxdrawdown
      Answer question

      Question 2

      what's Martingale
      Answer question

      Question 3

      How to estimate a factor in multifactor model
      Answer question

      Question 4

      How to test stationary of a time series
      Answer question

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