I interviewed at Squarepoint Capital (Montreal, QC)
Interview
Hard. Many probability questions with basis on experimentation. Also basic questions on law of large numbers, central limit theory asked. Lots of difficult questions on gambling theory, binomial numbers etc.
Interview questions [1]
Question 1
How to identify a new feature contributes meaningfully to the experiment?
3 rounds in total, Medium to hard level leetcode with follow up questions. Probability, statistics, and machine learning questions. Basic finance and asset pricing questions. whole process is efficient and smooth
Interview questions [1]
Question 1
What does linear regression mean in terms of geometry
Leetcode Easy-medium (asked greedy, dp, and binary search)
stats (mostly on linear regression). had a good interview for coding round, but stats round went bad because of some miscommunication that I couldnt explain here.
