Questions d'entretiens - Investment strategy analyst

38

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

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Goldman Sachs
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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Goldman Sachs

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

Goldman Sachs

- 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 ! ) )

Global X ETFs

Why change job in short period of time

1 réponses

How you view market outlook

AIG

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.

Goldman Sachs

Tell me a little bit about yourself.

1 réponses

p = 0.5(0.5+0.5p)

Xaxis

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

JPMorgan Chase & Co

how will you write an editing software? it should allow users to insert and delete characters in O(1) time complexity.

1 réponses

linked list

BlackRock

Why BlackRock?

1 réponses

What skills and background do you have that make you qualified for the job?

CAZ Investments

Why are you interested in this position?

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