Quantitative Analyst Interview Questions in New York City, NY | Glassdoor

Quantitative Analyst Interview Questions in New York City, NY

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Quantitative analyst interview questions shared by candidates

Top Interview Questions

Random walk, probability, algorithms(two pointers...), MLE estimator

Mostly standard behavioral questions (i.e. tell me about a time you faced an ethical dilemma in class or at work). Included a case study about investment recommendations, so make sure you know some factors that have been affecting markets recently.

What programming languages do you know and how well do you know them.

Are all matrices diagonalizable? If yes, prove it. If not, give a matrix which is not diagonalizable.

1 Answer

Given the covariance matrix for a set of random variables X_1,...,X_n, write an expression for the correlation matrix using the values in the covariance matrix.

1 Answer

Sort a list of strings describing the version of software e.g. 'V.2.3', 'V.3.6.2', etc with specific criteria as to what the ordering should be.