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)
I applied through a recruiter and interviewed at Goldman Sachs.
Interview Details – Got a phone interview.. Ask some probability and programming questions
Very Difficult Interview
I applied through college or university and the process took 2 days - interviewed at Goldman Sachs in July 2012.
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.
The process took a day - interviewed at Goldman Sachs in May 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.
I applied through a recruiter and the process took 2 weeks - interviewed at Goldman Sachs in August 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.
I applied through a recruiter and the process took a day - interviewed at Goldman Sachs in July 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)
I applied online and interviewed at Goldman Sachs.
Interview Details – A lot of brainteasers and typical quant interview questions. Friendly interviewer.
Interview Question – You have 10 mice and 1000 bottles of wine. You also have 24 hours before a party, and one of the bottles has been tainted with a slow acting poison, which takes 24 hours to kill a mouse. In the 24 hours you have remaining, how many bottles can you guarantee safe for human consumption (assume humans and mice react identically)? Assume the lethal dosage is insignificant relative to the size of the bottle. View Answers (4)
Very Difficult Interview
I applied through college or university and the process took a day - interviewed at Goldman Sachs in December 2012.
Interview Details –
Campus Recruitment at IIT Madras.
Interview was more inclined towards interest in Mathematics and Coding and what one knows about Quantitative Finance in general and Goldman sachs in particular.
Almost every math question was based on Probability.
Linear Algebra and especially mastering the properties of Positive-Definitive matrix will interest the interviewer to question you in those topics.
Interviewed at Goldman Sachs
Interview Details –
I applied online and I was contacted by a member of their recruitement team about two weeks later. A phone interview was scheduled for about a week later. The phone interview was pleasant. It lasted about an hour, with half the time spent discussing myself and their firm and the remainder of the time spent by my answering brainteasers and quantitative finance questions. The interviewer seemed very nice.
The onsite interview happened about a week later. I met with several members of a particular trading desk and was asked mostly brainteaser and math questions with some discuusion of my background. Unfortunately, this interview did not result in a job offer.
Interview Question – Consider a random walk on a discrete grid of 11 points (0 through 10). Supposed you have equal probabilty of stepping up or down. If you reach either 10 or 0 you must stop. If you start at point 6, what is the probability that you arrive at 10 before you arrive at 0? View Answers (2)
I interviewed at Goldman Sachs in October 2012.
Interview Details – Had about 4 interviews, mostly technical asking about basic maths (eg derive basic combinatorial properties). Most people very calm and listened rather than talked. Asked about C programming. I'd heard they were most interested in fitting into the 'goldman sachs' way, where people put the company before themselves. My impression was that it was very demanding.
Interview Question – All questions roughly similar, just need to have excellent grasp of basic maths and tools. Answer Question
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