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Goldman Sachs Quantitative Analyst Interview Questions & Reviews

Updated May 24, 2014
All Interviews Received Offers

Getting an Interview  

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Interview Experience  

53%
38%
7%

Interview Difficulty  

Average Difficulty
18 candidate interviews Back to all interview questions
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No Offer

Positive Experience

Average Interview

Quantitative Analyst Interview

Quantitative Analyst

I applied through an employee referral - interviewed at Goldman Sachs in April 2014.

Interview Details – I had some friends working there and I got a phone interview through them. I had just one phone interview so far. It was like a friendly chat about my background etc. I was also asked probability and coin toss questions. Starts fairly basic but gets tricky eventually. You get hints if you get stuck.

Interview Question – Probability and coin toss questions. I guess nothing unexpected.   Answer Question


No Offer

Neutral Experience

Quantitative Analyst Interview

Quantitative Analyst

I applied through college or university and interviewed at Goldman Sachs.

Interview Details – Basically all technical questions and very based on the classes the you have taken. Got questions about the definition of certain math concepts and certain theorems, some statistical regression technics based on my previous research experience and very related to finance, and some option and finance regression questions.

Interview Question – definition of uniformly continuous, which I learned a year ago and almost forgot   Answer Question


No Offer

Neutral Experience

Quantitative Analyst Interview

Quantitative Analyst

Interviewed at Goldman Sachs

Interview Details – Stopped the interview process as I had another offer which I accepted.

The interview consisted of 4 rounds with a pre-selection via university resumes (10 of us got selected among the whole Columbia university pool, all from different programs / degrees).
The first round was on-site, as a group, where we attended presentations. During the meetings, spontaneous interventions were encouraged (and actually monitored). 7 of us got contacted for more formal interviews over the phone (2 rounds) and in-person (1 round).

Interview Question – The technical questions were hard as expected. Besides the usual DB / programming questions, I mentioned my engineering background and got asked the following:
"My wife drinks hot tea every night, she keeps blowing on it and stirring it even though I told her the contrary would be more efficient. Who is right?"
I guess I shouldn't have mentioned my thermodynamics classes in grad...
  View Answers (2)


No Offer

Negative Experience

Average Interview

Quantitative Analyst Interview

Quantitative Analyst
New York, NY

The process took 3 weeks - interviewed at Goldman Sachs.

Interview Details – I was contacted by the recruiter, and a first-round interview was set up. The first interview was reasonably technical with a blend of synthetic derivative pricing and programming questions (OO concepts mainly).

The second round of phone interviews were with two other members of the group, and consisted mostly of algorithm problems (e.g., Fisher-Yates), probability questions, and some open-ended research questions, mostly related to data mining and time-series analysis. There were several statistics questions as well, which were fairly simple in nature. This went well, and a third round of interviews was set up. At this point, I will say that I found it fairly unorthodox to have so many phone rounds (4 interviews in total).

This next round of phone interviews was probably the most difficult simply because of a poor phone connection and the interviewer's accent. The interviewer was very nice, and also very thorough with respect to covering my resume - a significant portion of the discussion was devoted to some MBS modeling I had done as a quant intern some years ago. What came next is probably the most peculiar set of questions that I had experienced in that they were basically being read off a list. The main problem is that I guess several of the questions were miswritten or mis-worded in a way that didn't make sense (e.g., how much should you charge for a dice rolling game if you can roll an infinite number of times). As well as some off-the-wall CS questions, some of which had been repeated earlier. There were two obnoxious ones (XOR swap algorithm and Virtual constructors in C++ (trick question)).

Finally, I was invited to a "super-day". These interviews were very behavioral in nature, with exception to some minor econometrics questions (relative tradeoffs between OLS, GLS, FGLS, for example). The final interview was with the MD and Hiring Manager, which went well, and they mentioned that the next step would be an offer. At this point, I filled out several forms for background checks and salary expectations.

About a week later, I received a phone call from the recruiter who informed me that the division had placed a "hold" on the role, and that while I am at the top of the candidate list/offer pool, the division had entered a hiring freeze.

Interview Question – You call the home of a family w/ two children and a kid "billy" answers the phone. What is the probability that both children are boys?

What is a virtual constructor in C++?
  View Answers (4)


2 people found this helpful

No Offer

Neutral Experience

Quantitative Analyst Interview

Quantitative Analyst

I applied through a recruiter and interviewed at Goldman Sachs.

Interview Details – Got a phone interview.. Ask some probability and programming questions


2 people found this helpful

Declined Offer

Positive Experience

Very Difficult Interview

Quantitative Analyst Interview

Quantitative Analyst
New York, NY

I applied through college or university and the process took 2 days - interviewed at Goldman Sachs in February 2008.

Interview Details – 1st round on campus, very technical with brain teasers, calculus, and probability. Invited to a super-day on-site, which is multiple 30-minute periods meeting with different trading desks on the sell side. Quants came in and asked very technical questions ranging from derivation of Stochastic Calculus to Newton's Method, duration and convexity, and more brain teasers.

Interview Question – Derive the PDE for Black Scholes, and solve it to derive the commonly known formula.   Answer Question

Reason for Declining – Wanted to go into buy side (GSAM) and accepted an offer there.


No Offer

Neutral Experience

Difficult Interview

Quantitative Analyst Interview

Quantitative Analyst
New York, NY

The process took a day - interviewed at Goldman Sachs in April 2012.

Interview Details – It's really tough. I've got a phone interview from a trader, and been asked a lot about trading and portfolio.

Interview Questions


No Offer

Neutral Experience

Average Interview

Quantitative Analyst Interview

Quantitative Analyst
New York, NY

I applied through a recruiter and the process took 2 weeks - interviewed at Goldman Sachs in April 2010.

Interview Details – I was contacted by a recruiter about the position. This was for a position in their Electronic Trading group. I went through two rounds of phone interviews. The first interviewer asked me 5-6 questions on probability, statistics, math, C++ and a brainteaser. A week later they requested a second phone interview. This guy grilled me on programming and general c++/OOP concepts. He asked me a fit question that I think I messed up. In the end, the decided that they didn't have a suitable position for me at the moment.

Interview Questions


2 people found this helpful

Accepted Offer

Positive Experience

Average Interview

Quantitative Analyst Interview

Quantitative Analyst
Calcutta (India)

I applied through college or university and the process took 2 days - interviewed at Goldman Sachs in August 2013.

Interview Details – Placement in college. Was not looking for this job particularly. But they have a big img and were coming to our clg. They took an aptitude test, cleared it. Next morning, they called for interviews. Asked probability questions and algorithm questions all day long. Cracked almost all of them. Cleared finally.

Interview Question – n people standing in a row with all of them having different heights. Expected position of the tallest guy.   View Answer


Accepted Offer

Positive Experience

Easy Interview

Quantitative Analyst Interview

Quantitative Analyst
London, England (UK)

I applied through a recruiter and the process took a day - interviewed at Goldman Sachs in June 2013.

Interview Details – Had an interview with Brain teaser and probability questions

Asked the 100 sided die question and pirate sharing wealth question

Interview Question – 100 sided die question was difficult   View Answers (2)

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