I applied through university. The process took 1 week. I interviewed at Altimus Capital in Jun 2015
Interview
Phone interview. Skipped my self introduction and went straight to technical questions. Questions included boundaries of finite difference scheme, how to generate random numbers with Monte Carlo, experience with FIX, and how many numbers between 1 and 100 are divisible by 3 and 5. Q&A after technical questions. There was a strong echo on the phone during the interview. I believed he was in the hallway.
Interview questions [3]
Question 1
How to generate random numbers with Monte Carlo? What if you don't know the distribution function?
I applied through university. The process took 3 weeks. I interviewed at Altimus Capital (New York, NY) in May 2015
Interview
First round was a phone interview, during which mostly technical questions are asked. Topics included portfolio optimization, Monte Carlo simulations and some math problems (eg: Newton's method, Bisection method). There was also a brainteaser question, which was like a typical question from 'A Practical Guide To Quantitative Finance Interviews'.
Interview questions [1]
Question 1
How to generate random numbers from a Gaussian distribution?
