101–110 of 143 posts
Having hired a lot of quants and programmers in finance I can probably give a bit of background on what to expect: Get this book, read it and understand it. http://www.amazon.com/Heard-Street-Quantitative-Questions-In... Quants tend to be in 1 of 3 categories: 1) pricing quants, you work for a bank or investment house like Goldamn. You know stochastic calculus very well, you know finite differencing like the back of…
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Me: ...So do you have any questions for me? Instead of trying to "expose" these people for supposedly over-representing their competence in some skill area X mentioned in an ancillary way on their resume (relating to some job they had N years in the past), you might want to try just asking them a simple normal, human question first: "So was this something you go to delve into the internal workings of? Or did you just…
"The bottom line is that unless they mention X as some major skill area, you pretty much have to assume that it was just another random thing they were forced to learn that day" If you call yourself a data scientist but don't know a lick of statistics then you are the one being misleading. You can't just pick this stuff up overnight. It is a bit like claiming you are a systems developer but then in the interview you…
Which (unless the candidate advertises themselves as having significant experience in algorithm X) is about as useful as asking them if they know the airspeed velocity of an unladen swallow.
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"The bottom line is that unless they mention X as some major skill area, you pretty much have to assume that it was just another random thing they were forced to learn that day" If you call yourself a data scientist but don't know a lick of statistics then you are the one being misleading. You can't just pick this stuff up overnight. It is a bit like claiming you are a systems developer but then in the interview you…
If you want to find out if a candidate knows "a lick of" statistics, try asking about something generic, like confidence intervals. But he didn't do that; instead he grilled them on the default partition scheme for algorithm X. Which (unless the candidate advertises themselves as having significant experience in algorithm X) is about as useful as asking them if they know the airspeed velocity of an unladen swallow.
In the example, the candidate wasn't grilled on the default partition scheme; he or she was grilled on the partition scheme that was used. If someone thinks that's an unimportant implementation detail, why would you ever want to hire them?
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None of these have any similarity to brainteasers. In fact, these are all excellent subjects on their own that could be tested directly. For example: "Give me an overview of a numerical method used to solve differential equations." The more time you spend asking brainteasers, the less time you have to devote to your actual skills of interest. You may even find that quizzing someone on mathematics may help refresh and…
Do you have experience interviewing candidates? Many candidates will answer this question correctly and yet be totally unable to do anything when they're confronted with a non textbook case. To be clear the brain teasers I ask are mathematical problems, not the type of brain teasers used in consulting interviews. For instance: We play a game where we each draw a secret random number uniformly between 0 and 1. We each…
So, an explicit counterexample would be my opponent picking a strategy of only re-throwing above .25. His expectation is then .25 * (0 + .25)/2 + .75 * (0 + 1)/2 ~= .40, so I should not rethrow if I get above .40 and below .50, even though it would raise my own expectation.
Am I thinking about that correctly?
Having hired a lot of quants and programmers in finance I can probably give a bit of background on what to expect: Get this book, read it and understand it. http://www.amazon.com/Heard-Street-Quantitative-Questions-In... Quants tend to be in 1 of 3 categories: 1) pricing quants, you work for a bank or investment house like Goldamn. You know stochastic calculus very well, you know finite differencing like the back of…
>someone asked if you can do these without a math degree. The short answer is probably not. YOu'll need a math, engineering, or physics degree, unless you really are driven to learn hte math yourself. This is interesting, but I have a slightly different interpretation of the question: Assuming you _can_ learn the math yourself, will anybody believe you? Is the degree necessary, if only for pedigree purposes?
In a job interview for a position where the math is a requirement, it's going to be easy to convince people. There's very likely going to be someone who knows the math much better than you in the interview.
commenting to bookmark (hope this is permissible here)
https://news.ycombinator.com/saved?id=kofejnik
(which I can't see, by the way)
commenting to bookmark (hope this is permissible here)
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Hey, I wanted to send you a message but your profile has no email. Can you send me a message or put an email in your profile? Thanks.
How do I send you a message?