# 38

Questions d'entretien pour Investment Strategy Analyst partagées par les candidats

## Principales questions d'entretien

Trier: Pertinence|Populaires|Date
On a demandé à un Summer Internship - Quantitative Investment Strategies...10 avril 2012

### Suppose that you have a fair coin. You start with \$0. You win 1\$ each time you get a head and loose \$1 each time you get tails. Calculate the probability of getting \$2 without getting below \$0 at any time.

6 réponses

1/3

1/3 Because if he requires 2 heads = \$2, then it means he require HH out of {HH,HT ,TH,TT} We cannot consider TT because it would turn to zero. Therefore, he has 1 chance out of 3. Hence 1/3. Moins

Marchov chain with 2 and -1 absorbing OR geometric series 1/4^n from 1 to inf=1/3 Moins

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### Please detail the different inputs of the Black-Litterman model.

1 réponses

Market view is given by the asset allocations within the market benchmark. Performance of certain assets can be incorporated to incorporate the investor's view in the resulting asset allocations. Moins

### - First questions were on my Master's Thesis subject (The use of Fourier Transform to price options) - Rank the following underlyings by order of volatility: EUR/USD, GSCI, SX5E, Bond - Describe the patterns of the probability distribution functions of the returns for each of the above underlyings. -Some questions on the Greeks - Central Limit Theorem - I flip a coin 100 times, what is the probability of having 60 heads?

1 réponses

((1/2) ^ 100 ) * ( 100! / ( 60! * 40 ! ) )

### Why change job in short period of time

1 réponses

How you view market outlook

### Describe a time you made a mistake and you had to admit to it? Describe a time you tried your hardest but still failed? Why AIG? Can you name a time and there was a conflict in a group setting and how it was handled? Walk me through your resume/tell me about yourself?

1 réponses

Answer them all in the STAR method.

### Tell me a little bit about yourself.

1 réponses

p = 0.5(0.5+0.5p)

### How would you go about creating a media plan for [advertiser X] to reach [demographic Y] that has exhibited [Z browsing/purchasing behavior]?

1 réponses

It's more about your thought process, the types of investigating questions you ask, and how you approach the task rather than giving a 100% correct answer Moins

1 réponses