Susquehanna Quantitative Research Interview Questions Explained
Quantitative research interviews at top trading firms like Susquehanna International Group (SIG) are renowned for their challenging, thought-provoking questions. These questions are designed to assess your mathematical intuition, problem-solving skills, and ability to apply core concepts under pressure. In this comprehensive guide, we’ll delve into two actual SIG quant research interview questions, providing step-by-step solutions, conceptual explanations, and strategic insights for candidates seeking to excel.
Suppose you draw a pair of random variables \((x, y)\) from a joint Gaussian (normal) distribution with zero covariance. You know the standard deviations of \(x\) and \(y\), and you are told the value of \(z = x + y\). What is your best guess for \(x\)?
To see how to derive the conditional expecation of a multivariate normal distribution, see this.
