Common Algorithm questions in Interview for Quantitative Analyst Summer Internship

[Ng Hong Wai]

Hi everyone,

I would like to know the common algorithm questions asked in an interview for quant position by big banks such as JPMorgan, Goldman Sachs, Morgan Stanley, Barclay, Citigroup.

I suppose the following are the 'normal' questions but I would like to know more.

1. Sorting (insertion sort, quick sort, merge sort, heap sort)
2. Graph algorithms (Depth first search, Breadth First search, Bellman Ford, Topological sorting)
3. Time complexity / running time
4. Dynamic programming

 

[binomial-torrent]

dynamic programming is a big one

 

[Ng Hong Wai]

dynamic programming is a big one

Thanks for suggesting dynamic programming.

Do you happen to know some common interview questions on dynamic programming? It would be better if you can provide some references so that anyone stumble upon this thread can build up on it.

 

[Daniel Duffy]

C++ people might base it on

Standard library header <algorithm> - cppreference.com

en.cppreference.com

 

[Ng Hong Wai]

@Daniel Duffy Thanks for your link. Just curious, do you have any recommendation/resource for algorithms questions using Python? Like what are some common questions which might be asked in interview?

 

[Daniel Duffy]

@Daniel Duffy Thanks for your link. Just curious, do you have any recommendation/resource for algorithms questions using Python? Like what are some common questions which might be asked in interview?

I am not an interviewer but if I were I would about using Python optimally. Forgetting numpy, scipy etc. for the moment

1. Top 5 datastructures
2. Efficient loops, arrays, matrices
3. How to speed up algorithms
4.?