Systematic & Data-Driven Trading Interview Questions for Quant Analysts
The same round is marked differently depending on the seat you are interviewing for. This is the systematic & data-driven trading set as it applies to quant analysts.
55 questions, all free to practise. The split is 19 easy, 34 medium, 2 hard. The topics that come up most are statistics (37), random variables (17), probability (9), finance & derivatives (9).
- An even palindromeEasyProbabilityCombinatoricsView →
- Correlation under rescalingEasyRandom VariablesStatisticsView →
- Covariance of a chi-square and a ratioEasyRandom VariablesStatisticsView →
- How many new hires to lift the averageEasyStatisticsView →
- Largest possible covarianceEasyRandom VariablesStatisticsView →
- No heads in a random number of flipsEasyProbabilityRandom VariablesView →
- R-squared from the sums of squaresEasyStatisticsView →
- R-squared when you duplicate every pointEasyStatisticsView →
- Regressing with zero covarianceEasyRandom VariablesStatisticsView →
- Repricing a bond after a yield jumpEasyFinance & DerivativesView →
- Sample SD with Bessel's correctionEasyStatisticsView →
- Second moment from varianceEasyRandom VariablesStatisticsView →
- Sharing your weekday of birthEasyProbabilityView →
- Sharpe of two combined uncorrelated strategiesEasyStatisticsFinance & DerivativesView →
- Skewness of a Laplace variableEasyRandom VariablesStatisticsView →
- Standard deviation of a correlated sumEasyRandom VariablesStatisticsView →
- Sum of the OLS coefficientsEasyStatisticsView →
- Upper bound on a dry weekendEasyProbabilityView →
- Valuing a level perpetuityEasyFinance & DerivativesView →
- A CLT tail probabilityMediumStatisticsView →
- A difference of three normalsMediumRandom VariablesStatisticsView →
- A relay team with a feudMediumCombinatoricsView →
- Average salary, kept privateMediumBrainteasersStatisticsView →
- Back out the market premium, then price a stockMediumStatisticsFinance & DerivativesView →
- Bayes: did it rain?MediumConditional Probability & ExpectationStatisticsView →
- Confidence interval with the right pivotMediumStatisticsView →
- Convexity correction signMediumFinance & DerivativesView →
- Correlation of two face-countsMediumProbabilityStatisticsView →
- Covariance from a triangular densityMediumRandom VariablesStatisticsView →
- Disease test (Bayes)MediumConditional Probability & ExpectationStatisticsView →
- Equivalent continuously-compounded rateMediumFinance & DerivativesView →
- Fox, goose, beans crossingMediumBrainteasersView →
- How many trials to poll a proportionMediumRandom VariablesStatisticsView →
- Macaulay duration of a coupon bondMediumFinance & DerivativesView →
- Maximum variance on an intervalMediumRandom VariablesStatisticsView →
- Mean value theorem for x^2MediumCalculusView →
- Minimum-variance portfolio weightMediumStatisticsFinance & DerivativesView →
- Reading an R²MediumStatisticsView →
- Regression to the meanMediumBrainteasersStatisticsView →
- Sizing an index-futures hedge in contractsMediumStatisticsFinance & DerivativesView →
- Squares on a chessboard, tilted ones includedMediumCombinatoricsBrainteasersView →
- Sum and difference of perfectly correlated variablesMediumRandom VariablesStatisticsView →
- Swapping the regression variablesMediumStatisticsView →
- The German tank problemMediumExpected ValueStatisticsView →
- The cab problemMediumProbabilityConditional Probability & ExpectationView →
- The painted cubeMediumBrainteasersView →
- Two positive testsMediumProbabilityConditional Probability & ExpectationView →
- Uncorrelated but dependentMediumRandom VariablesStatisticsView →
- Variance of a two-regime returnMediumRandom VariablesStatisticsView →
- Variance of hearts in eight cardsMediumCombinatoricsStatisticsView →
- Variance of the larger of two diceMediumRandom VariablesStatisticsView →
- Which machine made the defect?MediumConditional Probability & ExpectationStatisticsView →
- Why covariance matrices are PSDMediumStatisticsLinear AlgebraView →
- Distinct toys from seven boxesHardProbabilityExpected ValueView →
- When the extremes sum above oneHardProbabilityRandom VariablesView →
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