Why do you want to work at OTPP?
Quantitative Analyst Interview Questions
10,170 quantitative analyst interview questions shared by candidates
Why do you want to work at OTPP?
SQL, Python algorithms type question, & probability questions.
Why J P Morgan Chase
Do you like money?
Probability and Statistics. General Aptitude.
Behavior questions and some easy technical questions.
If a hurricane were to hit Florida in the next week, what industries would be affected and how would that affected associated stock prices? What is the bias-variance tradeoff? If one is overfitting their data, will the bias be high, or low? Will the variance be high, or low? (Don't remember the exact question word-for-word, but I was essentially asked on how to perform the KNN algorithm given some input data) If two people pick a random real number from 0 to 1 (inclusive), what is the probability that the first person will pick a higher number than the second? Describe the pdf of the difference between the two numbers selected. What is the expected difference between the two numbers? (iirc there were a few mental math questions thrown in as well)
All the technical questions are unexpected
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?
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