Morgan Stanley Quantitative Researcher Interview Questions and Answers

Q1. Tell me about your previous experience
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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...read more
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Dataset and goal of the assignment was shared. Python coding and explanation in ML was expected.

Q1. Fixed income fundamentals
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Q2. Previous job functions
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Q1. Previous job functions
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Q2. Role in decision making
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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
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Q1. Difference VaR and ES
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VaR measures the maximum potential loss within a confidence level, while ES measures the expected loss beyond VaR.
• VaR stands for Value at Risk and measures the maximum potential loss within a specified confidence level.

• ES stands for Expected Shortfall and measures the expected loss beyond the VaR.

• VaR is a single point estimate, while ES provides a more comprehensive view of tail risk.

• ES is considered more conservative ...read more
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Q2. List array difference
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List the difference between two arrays of strings
• Loop through each element in the first array and check if it exists in the second array

• If an element is not found in the second array, add it to the difference array

• Repeat the process for the second array to find elements in the first array that are not in the second array
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Q3. Arch and garch models
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3 sections consisting maths, prob stats and CS fundamentals

2 easy to medium-level coding 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.
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Q2. Questions from the book xinfingzhou
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Q1. 3 coding questions on greedy algorithm
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Q2. 2 coding questions on dynamic programming
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Q1. Questions revolving quantitative finance on bonds, options and black scholes
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Q1. Typical straight forward HR questions
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Q1. Past project experience
Ans. 
I have worked on various quantitative analysis projects in finance, risk management, and data science.
• Developed predictive models using machine learning algorithms

• Conducted statistical analysis to identify trends and patterns in data

• Implemented quantitative strategies for portfolio optimization

• Utilized programming languages such as Python, R, and SQL

• Collaborated with cross-functional teams to deliver actionable insight
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