D. E. Shaw & Co. - Investment Firm Quantitative Analyst Interview Questions

Updated Oct 14, 2014
Updated Oct 14, 2014
12 Interview Reviews

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Quantitative Analyst Interview

Anonymous Interview Candidate
Anonymous Interview Candidate
Application Details

I applied online. The process took a weekinterviewed at D. E. Shaw & Co. - Investment Firm in October 2014.

Interview Details

I was asked a bit about my research, and then the following 3 questions:

(1) Let A be an n by n matrix, with all off-diagonal entries equal to a, and all diagonal entries equal to 1. For which value of a, is this matrix positive definite?

(2) We start with a number n, and let S = 0. At the first step

What number do we end up with?

(3) Suppose we have a fair coin, and we toss it a million times. Let X be the number of heads; estimate the probability that X > 502,000.

Interview Questions
  • (4) You are given two Gaussian variables: X_1 and X_2 with means m_1, m_2 and variance v_1, v_2.

    Suppose you know the sum X_1 + X_2 is equal to n. What is the expected value of X_2?
      View Answers (6)
No Offer
Average Interview

Other Interview Reviews for D. E. Shaw & Co. - Investment Firm

  1. 3 people found this helpful  

    Quantitative Analyst Interview

    Anonymous Interview Candidate
    Anonymous Interview Candidate
    Application Details

    I applied online. The process took 5 daysinterviewed at D. E. Shaw & Co. - Investment Firm.

    Interview Details

    First round phone Interview only. Very Prompt response on whether you advanced. The whole process took a few weeks. From the moment you submit your resume on the website, it took roughly 6-7 business days for them to contact you. Then you schedule a first round a few days out. Apparently the superday is suppose to be 4 hours and consists of many 1 on 1 interviews.

    Interview Questions
    • The brainteaser was a variation of the 100 coins and 5 pirates. There were 6 pirates instead. So the premise is that there are 6 pirates and you are the captain. You must divide the coins. If 50% of the people rebel against your allocation, they kill you and the process starts again. What is the optimal allocation?   Answer Question
    No Offer
    Neutral Experience
    Difficult Interview
  2.  

    Quantitative Analyst Interview

    Anonymous Interview Candidate
    Anonymous Interview Candidate
    Interview Details

    Phone interview went well, but didn't get second round. The guy was very friendly, asked me about my research project -- he had a math PhD and so we talked a lot about some of the things that I'd worked on but he didn't seem to be very impressed. We then switched to doing some basic probability that I struggled with but eventually succeeded.

    Interview Questions
    • Consider an infinite set of pairwise independent random variables which are uniformly distributed between 0 and 1. What's the expected number that you need to add to get a number that exceeds 1.   View Answer
    No Offer
  3.  

    Quantitative Analyst Interview

    Anonymous Interview Candidate
    Anonymous Interview Candidate
    Application Details

    I applied online. The process took 3 daysinterviewed at D. E. Shaw & Co. - Investment Firm.

    Interview Details

    one phone interview. Background and CV discussion. Then a probability question.

    Interview Questions
    • a conditional probability question, but the problem statement had no information about the prior knowledge. Therefore, although the problem was very simple, it is unsolvable mathematically. Question: you test for cancer in a machine that has the following specification; if you have cancer then it may reports 95%+ve or 5%-ve. The next day you get the results that you are -ve, do you celebrate?   Answer Question
    No Offer
    Neutral Experience
    Easy Interview
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  5.  

    Quantitative Analyst Interview

    Anonymous Interview Candidate
    Anonymous Interview Candidate
    Application Details

    I applied online. The process took a weekinterviewed at D. E. Shaw & Co. - Investment Firm.

    Interview Details

    I first got a phone interview. Then very promptly I was given an opportunity to new york. They were very nice. There are 7~8 people interviewing me. They asked very hard questions. I guessed they didn't like me much since I didn't have a lunch break. But they are all very friendly.

    No Offer
  6. 1 person found this helpful  

    Quantitative Analyst Interview

    Anonymous Interview Candidate
    Anonymous Interview Candidate
    Application Details

    I applied online. The process took 1+ weekinterviewed at D. E. Shaw & Co. - Investment Firm.

    Interview Details

    Applied directly through their website. Got an interview a week later. The interview is friendly, asked me questions related to my CV. He seemed particularly interested in one of the projects that I did before, and we discussed about it. Then he asked a few brain teaser questions. The interview lasted for 30 mins.

    Interview Questions
    • You call randomly a family with two kids, and ask if there is a kid called Tom. The answer is yes. Then what is the probably that the family has two boys.   View Answers (2)
    No Offer
    Positive Experience
  7.  

    Quantitative Analyst Interview

    Anonymous Interview Candidate in New York, NY
    Anonymous Interview Candidate in New York, NY
    Application Details

    The process took 3 weeksinterviewed at D. E. Shaw & Co. - Investment Firm in February 2012.

    Interview Details

    I applied online. Got a phone interview. Followed it up with an onsite interview.

    Interview Questions
    • If 3 of my friends have phone numbers ending (last four digits) in some permutation of 0,1,4, and 9 and I have 150 friends, then is that just a chance occurance?   View Answers (4)
    Declined Offer
    Positive Experience
    Difficult Interview
  8.  

    Quantitative Analyst Interview

    Anonymous Interview Candidate in New York, NY
    Anonymous Interview Candidate in New York, NY
    Application Details

    I applied online. The process took 2+ monthsinterviewed at D. E. Shaw & Co. - Investment Firm in February 2012.

    Interview Details

    Initial phone interview, then four hour-long onsite interviews, and finally had to submit four references and code and writing samples. Mostly technical focus - algorithms, brain teasers, math, etc. - with a few fit questions thrown in. Everyone seemed very intelligent, and indeed they were; many analysts have a Ph.D. in some technical field (Math, Physics, EE, Econ, etc.).

    Accepted Offer
    Positive Experience
    Difficult Interview
  9.  

    Quantitative Analyst Interview

    Anonymous Interview Candidate in New York, NY
    Anonymous Interview Candidate in New York, NY
    Application Details

    I applied through a recruiter. The process took a dayinterviewed at D. E. Shaw & Co. - Investment Firm in January 2008.

    Interview Details

    This is a well known hedge fund in NYC. It has done OK in the sub-prime crisis. I applied to it
    via a recruiter who told me that this firm is insanely selective and hires 1 person for every 900 resumes
    it receives. Anyways, I got an email asking me to fill out an online survey form and a few days later
    I got an email saying that they weren't interested.

    Interview Questions
    No Offer
    Neutral Experience
    Easy Interview
  10.  

    Quantitative Analyst Interview

    Anonymous Interview Candidate
    Anonymous Interview Candidate
    Interview Details

    Phone Interview. First ask general question about my current work. Why I want to move into finance world etc. They seem to show genuine interest in my current research. Afterwards was asked Statistical questions e.g. hypothesis testing. Followed by some general finance question. Took about 30 mins altogether. Pretty pleasant overall, although it is not easy to tell if you are doing well.

    Interview Questions
    • Nothing very unexpected. Although the finance question is bit open-ended.   Answer Question
    No Offer

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