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

Updated Mar 30, 2015
Updated Mar 30, 2015
16 Interview Reviews

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Interview Experience

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Quantitative Analyst Interview

No Offer
Positive Experience
Average Interview
No Offer
Positive Experience
Average Interview

Application

I applied online – interviewed at D. E. Shaw & Co. - Investment Firm.

Interview

submit my resume online and get contacted after a month. they scheduled me a phone interview, mainly asking me two questions, one is about programming and the other is about probability, get rejected the day after the phone interview. The programming question is how do you get the largest product of three numbers out of an array. The probability question is what's the probability that you randomly choose three points on a circle and these three points would be covered by a semi-circle.

Interview Questions

  • The programming question is how do you get the largest product of three numbers out of an array. The probability question is what's the probability that you randomly choose three points on a circle and these three points would be covered by a semi-circle.   Answer Question

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

  1.  

    Quantitative Analyst Interview

    No Offer
    Neutral Experience
    Average Interview
    No Offer
    Neutral Experience
    Average Interview

    Application

    I applied online – interviewed at D. E. Shaw & Co. - Investment Firm.

    Interview

    Applied online and heard back for a phone screen soon after. After phone interview, heard back within 2-3 days for onsite interviews. There were 5 of them, each about an hour long, including a lunch interview. All interviewers were mostly friendly and helpful, with one notable exception. Expect soft behavioral questions like why finance, and explaining your background.

    Interview Questions

    • Brush up on regression, and basic probability and statistics questions   Answer Question
  2. Helpful (8)  

    Quantitative Analyst Interview

    Accepted Offer
    Positive Experience
    Difficult Interview
    Accepted Offer
    Positive Experience
    Difficult Interview

    Application

    I applied online. The process took 2+ monthsinterviewed at D. E. Shaw & Co. - Investment Firm (New York, NY) in November 2014.

    Interview

    Timeline (~2 months):
    ----------------------------
    Applied in mid October. Phone interview was set-up two weeks later. On-site interview the week after. A lot of background check related activities for over a month. Offer given after all checks complete.

    Phone interview:
    -----------------------
    - 45 minutes, single interview
    - probability/statistics and algorithms questions
    - very friendly, casual
    - invited to on-site immediately afterwards

    On-site:
    ----------------------
    - 5 consecutive one-on-one hour long interviews with quant team (3 in morning, 2 after lunch)
    - 1 "off the record" lunch with another team member
    - extremely nice, brilliant people
    - a lot of questions about my research (be prepared to talk details!)
    - brainteasers (algorithms, black-scholes, arbitrage-free pricing, statistics, order-of-magnitude estimations)
    - time breakdown: 50% fit/research, 50% brainteasers

    Follow-up:
    --------------------
    - at the end of on-site, asked to submit via e-mail: references (4 phone contacts), code samples (~500 lines of code that you're particularly proud of), writing samples (e.g. a scientific paper)
    - a TON of background checks in the month following
    - got weekly phone-call updates to let me know status of my application and also so I could fill out more forms for the background check (I was truly amazed at the dedication and care they took in keeping me informed, especially since the process took so long!)
    - they also asked me about details from other offers I had

    Interview Questions

    • Which is more: a) the number of stars in our galaxy, or b) the number of grains of sand that will fit in a 5 gallon bucket.

      How do you estimate both (a) and (b) using reasonable assumptions that a normal lay-person could verify/agree-with?
       
      1 Answer

    Negotiation

    Told hiring manager the numbers from some other hedge fund offers I had at the time. DE Shaw countered with an offer that was superior in all aspects (salary, bonus, benefits) -- didn't feel the need to negotiate since it was the best offer I received and significantly more than industry average.

  3. Helpful (1)  

    Quantitative Analyst Interview

    No Offer
    Positive Experience
    Average Interview
    No Offer
    Positive Experience
    Average Interview

    Application

    I applied online. The process took 2+ weeksinterviewed at D. E. Shaw & Co. - Investment Firm in November 2014.

    Interview

    Phone interview. The interviewed asked about my research projects and a couple brainteasers about fair coin flips required to use law of large numbers and large deviation. The interviewer is very friendly, and seemed to be interested in my research. The brainteasers are standard probability questions.

    Interview Questions

    • Flip a fair coin 1000 times. What's the probability that the number of heads come up more than 550 times? What theorem would you use to describe probabilities of rare events as number of coin flips goes to infinity?   1 Answer
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  5.  

    Quantitative Analyst Interview

    No Offer
    Average Interview
    No Offer
    Average Interview

    Application

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

    Interview

    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?
       
      8 Answers
  6. Helpful (3)  

    Quantitative Analyst Interview

    No Offer
    Neutral Experience
    Difficult Interview
    No Offer
    Neutral Experience
    Difficult Interview

    Application

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

    Interview

    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
  7.  

    Quantitative Analyst Interview

    No Offer
    No Offer

    Interview

    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.   3 Answers
  8.  

    Quantitative Analyst Interview

    No Offer
    Neutral Experience
    Easy Interview
    No Offer
    Neutral Experience
    Easy Interview

    Application

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

    Interview

    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
  9.  

    Quantitative Analyst Interview

    No Offer
    No Offer

    Application

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

    Interview

    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.

  10. Helpful (1)  

    Quantitative Analyst Interview

    No Offer
    Positive Experience
    No Offer
    Positive Experience

    Application

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

    Interview

    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.   4 Answers

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