金融量化分析師Quant作為“含金量”較高的職業(yè)，想入行并不簡(jiǎn)單，你可能連面試這關(guān)都過不了，那么金融量化崗位如何面試呢？以下是10道經(jīng)典金融量化Quant面試真題，快來測(cè)一下，你能答出幾道？

Q1: For a 3 sets tennis game, would you bet on it finishing in 2 sets or 3 sets？

A1:Two sets- Let p=prob team 1 wins and q=prob team 2 wins. p^2 q^2 = probability finish in two sets. 2*p*q = probability finish in three sets. p^2 q^2 a lways >= 2*p*q.

Q2: I have a square, and place three dots along the 4 edges at random. What is the probability that the dots lie on distinct edges？

A2:3/8 - Given the edge the first dot is on, the probability the other two dots are on distinct edges is (3/4)*(2/4).

Q3: You have 10 people in a room. How many total handshakes if they all shake hands？

A3:45 - (10 choose 2) = 45 -- this is the total number of ways two people can shake hands.

Q4: Two decks of cards. One deck has 52 cards, the other has 104. You pick two cards separately from a same pack. If both of two cards are red, you win. Which pack will you choose？

A4:104 card pack - (52/104)*(51/103) > (26/52)*(25/51), or 51/103 > 25/51.

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Q5: What is 39*41？

A5:1599 - 39*41 = (40-1)*(40 1) = 40*40 - 1 = 1599.

Q6: How many digits are in 99 to the 99th power？

A6:198 - 99^99 = (100)^(99) * (.99)^99 = (10)^(198) * (.99)^99. 10^198 has 199 digits, 0.99^.99 approaches 1/e. (10)^(198) * (.99)^99 has 198 digits.

Q7: You have 17 coins and I have 16 coins, we flip all coins at the same time. If you have more heads then you win, if we have the same number of heads or if you have less then I win. What's your probability of winning？

A7:0.5 - The initial 16 flips have the same probability of everything. The game depends on if the last coin flip is tails or head (50/50 chance of H vs.T).

Q8: What is the probability you draw two cards of the same color from a standard 52-card deck？You are drawing without replacement.

A8:25/51 - You either draw a black or a red card first. Then, there are 51 cards left in the deck and 25 of these cards have the same color. Thus, the probability is 25/51.

Q9: Is 1027 a prime number？

A9:No - 1027 = 1000 27 = 10^3 3^3. We know a^3 b^3 can be factored, so 1027 is NOT prime.

Q10: What is the singles digit for 2^230？

A10:4 - Repeating patterns -- 2,4,8,6,2 -- follow the pattern.

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這些經(jīng)典金融量化面試真題，你都答對(duì)了嗎？

其實(shí)金融量化的面試，會(huì)要求申請(qǐng)者提前準(zhǔn)備好技術(shù)知識(shí)。因此做好面試準(zhǔn)備，尤為重要。關(guān)于面試準(zhǔn)備，簡(jiǎn)單概括就是刷題二字，刷題方向主要是數(shù)學(xué)和編程。

數(shù)學(xué)包括微積分、線代、概率統(tǒng)計(jì)、隨機(jī)過程、衍生品定價(jià)和Brainteaser。

編程主要是要了解一些?？嫉乃惴ǎū热鏢orting和Search）、 Data Structures，（比如Hashtable和Tree），以及多刷Leet code和Hacker rank上的題來應(yīng)對(duì)Coding test。

雖然面試時(shí)可能考不到以上全部?jī)?nèi)容，但最好各個(gè)方向都看一遍，另外如果想要全面的備戰(zhàn)量化面試，考AQF證書是個(gè)捷徑，AQF培訓(xùn)課程可以使包含以上全部的知識(shí)點(diǎn)，另外在AQF是代表量化金融領(lǐng)域的專業(yè)水平證書，無(wú)論是在面試中還是未來就業(yè)，都有絕對(duì)的幫助。