Goldman Sachs Quant Interview Questions

Updated May 19, 2015
7 Interview Reviews

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Quant Interview

Anonymous Employee in New York, NY
No Offer
Neutral Experience
Difficult Interview

Application

I applied through a staffing agency. The process took 5 daysinterviewed at Goldman Sachs (New York, NY).

Interview

The interview consisted of an HR screen followed by technical phone screen by a hiring manager. The HR screen was straightforward. The technical phone screen was as expected. I chose another offer before it went any further.

Interview Questions

Other Interview Reviews for Goldman Sachs

  1.  

    Quant Interview

    Anonymous Employee
    No Offer
    Neutral Experience
    Average Interview

    Application

    I applied online – interviewed at Goldman Sachs.

    Interview

    I submit resume on line and get a phone interview after two weeks. Go over resume and ask what I did in school. General technical questions and brain teasers. asked about newton's method.

    Interview Questions

  2.  

    Quant Interview

    Anonymous Employee
    No Offer
    Positive Experience
    Difficult Interview

    Application

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

    Interview

    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

  3.  

    Quant Interview

    Anonymous Employee
    No Offer
    Negative Experience
    Difficult Interview

    Application

    I applied through a recruiter – interviewed at Goldman Sachs.

    Interview

    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
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  5. Helpful (1)  

    Quant Interview

    Anonymous Employee
    No Offer

    Interview

    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

  6.  

    Quant Interview

    Anonymous Employee in New York, NY
    No Offer
    Neutral Experience
    Difficult Interview

    Application

    The process took 2 weeksinterviewed at Goldman Sachs (New York, NY) in August 2009.

    Interview

    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?   1 Answer
  7.  

    Quant Interview

    Anonymous Employee
    No Offer
    Positive Experience
    Difficult Interview

    Application

    I applied through an employee referral. The process took 1 dayinterviewed at Goldman Sachs in March 2015.

    Interview

    One of my friends told to to sent my CV because his team was looking for a quant. I applied by sending him my CV. Then I was scheduled for a phone interview one week later. The interviewer explained its activity. She asked me to introduce myself. Then, she asked technical questions. It was a phone interview and it lasts one hour.

    Interview Questions

    • You have a stick and you cut it in two places. What's the probability of being able to make a triangle with the three parts of the stick?   Answer Question

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