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iRageCapital Advisory Quantitative Researcher Interview Questions and Answers
iRageCapital Advisory Quantitative Researcher Interview Experiences
1 interview found
Quick 15 minutes basic puzzles and math problems.
Case study on Virtu Financials hedge fund. Needed to solve few mathematical integrals.
Interview Preparation Tips
- Problem Solving
- puzzle
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I applied via Company Website and was interviewed in Feb 2024. There was 1 interview round.
(1 Question)
- Q1. 1) What is attention mechanism (since it was mentionned in my resume) 2) What is the sde of the Heston model? 3) What is implied volatility? 4) What is PCA (machine learning question)? 5) How matrices are...
- Ans.
Answers to various quantitative research questions
Attention mechanism is a key component in deep learning models that allows the model to focus on specific parts of the input sequence.
SDE stands for Stochastic Differential Equation in the context of the Heston model used in quantitative finance.
Implied volatility is the market's expectation of future volatility implied by the prices of options.
PCA (Principal Component ...
Interview Preparation Tips
Skills evaluated in this interview
Quantitative Researcher Interview Questions & Answers
JPMorgan Chase & Co.
Pratyush Srivastava
posted on 21 Jun 2024
(1 Question)
- Q1. Finance, probability
Selected
I applied via Simplify and was interviewed before Jul 2023. There was 1 interview round.
(2 Questions)
- Q1. Tell me about your previous experience
- Q2. Have you ever worked with machine learning algorithms?
- Ans.
Yes, I have experience working with machine learning algorithms in various projects.
I have implemented supervised learning algorithms such as linear regression, logistic regression, and support vector machines.
I have also worked with unsupervised learning algorithms like k-means clustering and principal component analysis.
I have experience with deep learning algorithms such as neural networks and convolutional neural n...
Skills evaluated in this interview
Senior Quantitative Analyst Interview Questions & Answers
Wells Fargo
Satyajeet
posted on 3 Sep 2024
I applied via Referral and was interviewed in Aug 2024. There was 1 interview round.
Dataset and goal of the assignment was shared. Python coding and explanation in ML was expected.
Interview Preparation Tips
(1 Question)
- Q1. Tell me about your past work experience
Selected
I applied via LinkedIn and was interviewed before Jul 2023. There were 2 interview rounds.
(2 Questions)
- Q1. Fixed income fundamentals
- Q2. Previous job functions
(2 Questions)
- Q1. Previous job functions
- Q2. Role in decision making
- Ans.
Quantitative analysts play a crucial role in decision making by providing data-driven insights and recommendations.
Utilize statistical models to analyze data and identify trends
Develop quantitative strategies to optimize decision making processes
Collaborate with stakeholders to understand business objectives and provide relevant analysis
Present findings and recommendations to support informed decision making
I applied via Company Website and was interviewed in Feb 2024. There was 1 interview round.
(1 Question)
- Q1. 1) What is attention mechanism (since it was mentionned in my resume) 2) What is the sde of the Heston model? 3) What is implied volatility? 4) What is PCA (machine learning question)? 5) How matrices are...
- Ans.
Answers to various quantitative research questions
Attention mechanism is a key component in deep learning models that allows the model to focus on specific parts of the input sequence.
SDE stands for Stochastic Differential Equation in the context of the Heston model used in quantitative finance.
Implied volatility is the market's expectation of future volatility implied by the prices of options.
PCA (Principal Component ...
Interview Preparation Tips
Skills evaluated in this interview
Quantitative Researcher Interview Questions & Answers
JPMorgan Chase & Co.
Anonymous
posted on 23 Jun 2024
Selected
I applied via campus placement at Indian Institute of Technology (IIT), Roorkee and was interviewed before Jun 2023. There were 6 interview rounds.
3 sections consisting maths, prob stats and CS fundamentals
2 easy to medium-level coding questions
(2 Questions)
- Q1. Draw graph of x+(1/x)
- Ans.
Graph of x+(1/x) is a hyperbola with two branches.
The graph consists of two branches, one in the first quadrant and one in the third quadrant.
As x approaches positive or negative infinity, the graph approaches the x-axis.
The graph has a vertical asymptote at x=0.
The minimum value of the function is 2 when x=1 or x=-1.
- Q2. Questions from the book xinfingzhou
(2 Questions)
- Q1. 3 coding questions on greedy algorithm
- Q2. 2 coding questions on dynamic programming
(1 Question)
- Q1. Questions revolving quantitative finance on bonds, options and black scholes
(1 Question)
- Q1. Typical straight forward HR questions
Interview Preparation Tips
I applied via Company Website and was interviewed in May 2024. There was 1 interview round.
(6 Questions)
- Q1. What is VaR how to calculate
- Ans.
VaR stands for Value at Risk, a measure used to estimate the potential loss in value of a portfolio over a specified time period under normal market conditions.
VaR is calculated by determining the maximum potential loss within a specified confidence level over a given time horizon.
There are different methods to calculate VaR, including historical simulation, parametric method, and Monte Carlo simulation.
For example, th...
- Q2. How to calculate VaR for Bonds
- Ans.
VaR for bonds can be calculated using historical simulation, parametric method, or Monte Carlo simulation.
Historical simulation involves using historical data to calculate potential losses.
Parametric method uses statistical techniques to estimate potential losses based on assumptions about the distribution of bond returns.
Monte Carlo simulation involves generating multiple scenarios and calculating potential losses in ...
- Q3. What is yield is it same as coupon
- Ans.
Yield is not the same as coupon. Yield is the return on investment, taking into account the current market price of the bond.
Yield is the return on investment for a bond, taking into account the current market price.
Coupon is the fixed interest rate paid by the bond issuer to the bondholder.
Yield can be higher or lower than the coupon rate, depending on the bond's current market price.
For example, a bond with a $1,000 ...
- Q4. If you want to check if an OLS is best fit how would you quantify
- Ans.
To quantify if an OLS is the best fit, one can use metrics like R-squared, adjusted R-squared, AIC, BIC, and F-statistic.
Calculate the R-squared value - a higher R-squared indicates a better fit
Calculate the adjusted R-squared value - it penalizes for adding unnecessary variables
Check the AIC and BIC values - lower values indicate a better fit
Analyze the F-statistic - a significant F-statistic suggests the model is a g
- Q5. If there are 2 time series model how to check if both have same distribution
- Ans.
Use statistical tests like Kolmogorov-Smirnov test or Anderson-Darling test to compare the distributions of the two time series models.
Apply Kolmogorov-Smirnov test to compare the cumulative distribution functions of the two time series models.
Use Anderson-Darling test to compare the empirical distribution functions of the two time series models.
Plot histograms of the two time series models and visually inspect for sim
- Q6. Is duration adjustment always +ve or -ve
- Ans.
Duration adjustment can be positive or negative depending on the direction of interest rate movement.
Duration adjustment is positive when interest rates decrease, leading to an increase in bond prices.
Duration adjustment is negative when interest rates increase, resulting in a decrease in bond prices.
Investors use duration adjustment to hedge against interest rate risk in their portfolios.
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