Quantitative Analyst Interview Questions in Boston, MA | Glassdoor

Quantitative Analyst Interview Questions in Boston, MA

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Suppose there is a series of 100 light bulbs labeled 1 through 100 that all start in the off position. Person 1 walks in the room and turns on every light bulb. Person 2 walks in the room and flips the switch on every 2nd light bulb (i.e. he turns off all even numbered light bulbs). Person 3 walks in the room and flips the switch on every 3rd light bulb (turning some on and some off). This process continues until person 100 goes through and flips the switch on the 100th light bulb. Which light bulbs will be lit up at the end?

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For a light bulb to be left on, it must be flipped an odd number of times and in order to be flipped an odd number of times, it must have an odd number of factors. The only numbers that have an odd number of factors are the perfect squares so light bulbs 1,4,9,16,25,36,49,64,81,100 will be on.

-do you have any statistic modelling/analysis experience? describe it. -any CRE experience?

1) What is cointegration? 2) What is a view in a black-litterman model? 3) What are the problems of using a mean variance optimization? 4) What are the problems that one comes across when constructing a covariance matrix? 5) Which is more important in a factor regression - beta or R square?

Some technical questions about the mean-variance optimization framework and explaining the intuition and inputs to the Markowitz model. They also asked about the definition of value at risk. Some very standard "tell me about a time when" questions about prior work experience as well as questions about my interest in the job

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Basic probability and statistical inference problem. Most like statistics program qualify questions.

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What was the most important piece of feedback you've ever been given

Data cleaning steps, multivariate regression

Which leadership principle do you resonate with most?

The interviewer asked me lots of statistical concepts and how to write Matlab command according to his request.