Quant Developer Interview Questions


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TGS Management Company
Software Engineer/Quant was asked...20 August 2014

Write numbers 2^1000 and 5^1000 in a decimal notation, next to each other. How many digits does the newly obtained number have?

6 Answers

1001 integer between 1000*lg2+1000*lg5 and 1000*lg2+1000*lg5 + 2 so the answer is 1000+1 Less

The answer is 1001, but to prove it you need to note that 1000log2 is not an integer Less

int(1000*lg2)+1 + int(1000*lg5)+1 = 1001

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row a dice, get one dollar if you rowed on, get two dollar if you rowed two, calculated the fair cost of the game, plus some complication. the answer on ha**errank platform is 35k DOLLARS,,,,,,,,,,

2 Answers

basic probability, independent event

There is no stopping time? Usually this type of math question has a stopping time like "the game stops if you roll a 6". Less

Cantab Capital Partners

What is d x^x/dx?

2 Answers

If y = x x and x > 0 then ln y = ln (x x) Use properties of logarithmic functions to expand the right side of the above equation as follows. ln y = x ln x We now differentiate both sides with respect to x, using chain rule on the left side and the product rule on the right. y '(1 / y) = ln x + x(1 / x) = ln x + 1 , where y ' = dy/dx Multiply both sides by y y ' = (ln x + 1)y Substitute y by x x to obtain y ' = (ln x + 1)x x Less

sorry, i copy pasted this, the x x is is really a x^x. Essentially this is just a logarithmic differential exercise, exploiting the fact that d/dx ln f(x) = f'(x) / f(x) so that f'(x) = d/dx ln(f(x)) * f(x) Less


I have 12 poker chips, we (two people) take it in turns to pick up one or two chips, you win if you don't pick up the last chip. What is the optimal strategy? Do you want to go first or second? What about if there were 150 chips?

2 Answers

Have a think about it, reading the answer here isn't going to help you. Try starting from a smaller number of chips. Less

Start second, always pick differently from opponent

Beacon Platform

You have an array of bulbs and corresponding switches, given a sequence of switch actions count the instances of all the bulbs being on

1 Answers

I looked at the permutations of the array of switch actions

DBS Bank

Why a PhD select to join a bank for IT position?

1 Answers

The PhDs are trained to think logically and solve problems. They are good at addressing the problem and knowing how to solve the problems. Banks are the good platform to show the talents of PhDs. Less


market equilibrium. given a couple companies, their initial market shares, and the probabilities of customer switching from one company to another, what;s the final market share of each company?

1 Answers

matrix mult


4 questions in coding, 2 hours. Choose your own language (they prefer Python).

1 Answers

Passed 2 questions

Harvard University

How could you quickly decide when to exercise a Bermudan receiver swaption?

1 Answers

Consider for each exercise date the effective rate over the tenor of the swaption taking into account the prevailing rate up to the exercise date and the strike rate. Would it be advantageous to wait or exercise? Less


The role was in a team developing a Haskell compiler for financial instrument payoffs. Someone from the team sent a task to do in my own time in Haskell, with one test case provided. You return the Haskell code to the team member when you are done.

1 Answers

I just used my admittedly quite basic Haskell knowledge to get it working. They said they were hiring for all levels but apparently it was not enough. Less

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