Goldman Sachs

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  www.goldmansachs.com

Goldman Sachs Quant Interview Questions

Updated Nov 12, 2014
Updated Nov 12, 2014
4 Interview Reviews

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Quant Interview

Anonymous Interview Candidate
Anonymous Interview Candidate
Application Details

I applied through college or university. The process took 2 weeksinterviewed at Goldman Sachs in November 2014.

Interview Details

Most technical. Math, probability, finance, programming. Very short personal questions and then straight to technical questions. It was tough. Questions include stochastic calculus, expected value, probability theory(law of large number), confidence interval of sample mean, asset pricing, and data structure,

Interview Questions
No Offer
Positive Experience
Difficult Interview

Other Interview Reviews for Goldman Sachs

  1.  

    Quant Interview

    Anonymous Interview Candidate
    Anonymous Interview Candidate
    Application Details

    I applied through a recruiter – interviewed at Goldman Sachs.

    Interview Details

    The process is through a recruiter and the recruiter notified me just before the interview which was really hard to prepare. The interview is pretty standard. You will be asked about your resume for about ten minutes and you are allowed to ask about the position. Then it comes the brain teaser.

    Interview Questions
    • Why does the average of independent random variable converge to normal distribution, not others?   Answer Question
    No Offer
    Negative Experience
    Difficult Interview
  2.  

    Quant Interview

    Anonymous Interview Candidate
    Anonymous Interview Candidate
    Interview Details

    I was put in touch with the Quant team via a recruiter. Faced about 9 rounds of interviews in total including 6 rounds of phone interviews and 3 rounds of in person interviews. The first 6 interviews were with people in the quant team over the phone. The interviews were with people based in Bangalore, London, New York and Singapore. At every stage of the interview I kept receiving positive feedback through the recruiter. I was eventually told a no because of one the early interviews was not up to the mark, but the rest of them were apparently great. My advice to the HR department would be to do a study and see how many candidates are rejected based on one or more negative feedback from one of the interviewers. If it turns out to be close to a 100%, then I would advise you not to waste the candidate's or your time in pursuing further interviews with the candidate in the event of a negative feedback.

    Interview Questions
    No Offer
  3.  

    Quant Interview

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

    The process took 2 weeksinterviewed at Goldman Sachs in August 2009.

    Interview Details

    First round, 1 hour phone interview.
    Question, probability question: if you roll a dice, how many times you need to get 1,2,3,4,5,6?
    How many 0's in 100!? What is the virtual function? And what is the abract class? What is the difference between newton raphson and secant method?

    Second round, on-site:
    question, what is the brownian motion? What is the martingale? Estimate the delta of the at the money call? What kind of situation will make gamma negative? How evaluate VaR of the equity and bond portfolio?

    Interview Questions
    • What is the duration and convexity of 10 years treasury bond?   View Answer
    No Offer
    Neutral Experience
    Difficult Interview

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