Citi数据相关面试真题

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全部(62)
SQL(9)
Coding(8)
ML basics(6)
Stats(20)
Product Case(2)
高频题(0)
Other(17)
1.How would you count the number of 4s in an array consisting only of 0s and 4s?
2.Differentiate between a primary key and an index in a database.
3.Understanding of relational databases
4.Data vs. Set Statements in SAS
5.Explaining PDF to a Non-Statistician
6.Difference Between Full Join and Left Join
7.Efficiently Joining Large Datasets
8.Experience with Macro Functions
9.Statistical Concepts in Linear and Logistic Regression
10.Python Coding Questions
11.Basic SQL Query
12.Simple bond math
13.Finance Knowledge
14.Derivatives and Financial Models
15.Machine Learning Models
16.SQL Joins and Differences Between SQL and NoSQL
17.Explain Implied Volatility and Option Strategies
18.Discuss a Quantitative Project from Your Resume
19.Discuss time series modeling
20.SQL and Python coding task related to credit card data
21.Explain the modeling process of a project from your resume
22.Case Study Questions for a Hypothetical Scenario
23.Asset Allocation Based on Current Macroeconomic Environment
24.Data and Machine Learning Questions
25.Price a Mortgage from Beginning
26.Data Visualization Tools
27.Choosing MongoDB for a Project
28.Generate an integer array of length n with a sum of zero.
29.What is the difference between INNER JOIN and OUTER JOIN in SQL?
30.What is Risk Neutral Pricing and how would you perform a measure change to price a five-year Treasury bond contract as risk-neutral?
31.What is Implied Volatility (IV) and how is it usually calculated?
32.How would you price a call option three months to expiration if the stock price suddenly rises to ATM, ignoring the impact of IV?
33.Explain the Black-Scholes formula and its basic assumptions.
34.Expectation and Variance of Random Variables
35.Interpreting Black Formula and Market Sentiment
36.Understanding Put-Call Parity
37.Hedging Strategy for WTI Spot and Futures Prices
38.Probability Estimation from Transition Matrices
39.Understanding and Application of Monte Carlo Methods
40.Understanding and Using VWAP
41.Price Impact Explanation and Modeling
42.Market Making Quote Strategy
43.Impact of Data Duplication in Linear Regression
44.Expected Number of Coin Tosses
45.Volatility Smile Explanation
46.Delta in Black-Scholes Model
47.Constructing a Bond Using Options
48.Expectation of Exponential Function
49.Correlation Range Determination
50.10-day VaR Calculation
51.Volatility Smile Calibration for FX and Futures
52.Determination and Calibration of Stock Dividends
53.Determination of Forward Rates in Investment Banking
54.Interpretation of Black-Scholes model terms
55.Derive the Black-Scholes model using Ito's lemma
56.SQL Query Using LEFT JOIN, GROUP BY, and LIMIT
57.Create an Integer Array with a Sum of Zero
58.Basic Probability Questions
59.Financial Mathematics Concepts
60.Machine Learning Techniques
61.SQL Knowledge
62.Understanding Statistical Concepts
1. How would you count the number of 4s in an array consisting only of 0s and 4s?
How would you count the number of 4s in an array consisting only of 0s and 4s? You can iterate through the array and increment a counter each time you encounter the number 4.
2. Differentiate between a primary key and an index in a database.
Differentiate between a primary key and an index in a database. A primary key is a specific choice of a minimal set of attributes (columns) that uniquely specify a tuple (row) in a relation (table). An index, on the other hand, is a data structure that improves the speed of data retrieval operations on a database table at the cost of additional writes and storage space to maintain the index data structure.
3. Understanding of relational databases
Are you familiar with relational databases? If so, can you discuss your experience and understanding of them?
4. Data vs. Set Statements in SAS
In SAS, what's the difference between data statement and set statement, including their advantages and disadvantages?
5. Explaining PDF to a Non-Statistician
How would you explain the concept of a Probability Density Function (PDF) to someone who is not a statistician?