量化面经分享2:纽约某top投行quant岗Phone Interview

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投行里面的quant岗位,有很多种,比如:

Fixed Income

Hybrids

Derivative

Strategy

Prop Trading

Model Validation

不同的细分quant业务,对于skillset要求也不一样。比如风险相关的,就会需要risk management对应的background,而统计套利,则对统计建模能力要求高

投行的Quant,工作时间和压力,要看所在的部门。有些部门加班会比较多。

去年全球股市开始回暖。投行业务也在复苏。

最近几个月,刚入职的小白quant analyst,base大概是10万-15万美元之间。

10万-15万之间的区别,主要基于学历背景,之前实习项目背景,面试表现,综合来定。

年底bonus的话,要看所在组的performance rating,几个月-几十个月都有可能。

比较厉害应届的博士,能直接申请到associate岗位。

这家电话面,是纽约的top投行,quant偏QD的岗。

电话面,先问了两道代码实现题,

1. Given an integer n, return true if it is a power of three. Otherwise, return false.

An integer n is a power of three, if there exists an integer x such that n == 3x.

2. Given a list of the scores of different students, items, where items[i] = [IDi, scorei] represents one score from a student with IDi, calculate each student's top five average.

Return the answer as an array of pairs result, where result[j] = [IDj, topFiveAveragej] represents the student with IDj and their top five average. Sort result by IDj in increasing order.

A student's top five average is calculated by taking the sum of their top five scores and dividing it by 5 using integer division.

问完实现题之后,又问了一些behavior相关的。