Quantitative Analyst Interview Questions in Boston, MA | Glassdoor

Quantitative Analyst Interview Questions in Boston, MA

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What is the standard deviation of this set of numbers (1, 2, 3, 4, 5)

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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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What is the yield of a treasury bond

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

Why Southwest?

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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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If there are 10 seats on a plane, and you are the 10th person to enter the plane, what are the chances you sit in the correct seat?

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How would you join these two tables? (In SQL)

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