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Goldman Sachs Quantitative Analyst Interview Questions & Reviews
Getting the Interview 12 Interviews
Interview Experience 9 Ratings
Quantitative Analyst at Goldman Sachs
No Offer – Reviewed Apr 2, 2013
Interview Details – Got a phone interview.. Ask some probability and programming questions
Helpful Interview?
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No
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Quantitative Analyst at Goldman Sachs
Declined Offer – Interviewed in New York, NY Feb 2008 – Reviewed Jul 28, 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.
Helpful Interview?
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No
Problem with this interview?
Quantitative Analyst at Goldman Sachs
No Offer – Interviewed in New York, NY Apr 2012 – Reviewed May 11, 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
- What should you pay attention to when you are trading View Answer
- How to make prediction of portfolio Answer Question
Helpful Interview?
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No
Problem with this interview?
Quantitative Analyst at Goldman Sachs
No Offer – Interviewed in New York, NY Apr 2010 – Reviewed Aug 4, 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
- What is the expected value of tosses to get 3 heads in a row? View Answers (2)
- Why do you need virtual destructors? View Answer
Helpful Interview?
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No
Problem with this interview?
Quantitative Analyst at Goldman Sachs
No Offer – Interviewed in London, England (UK) – Reviewed May 13, 2013 New
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 (2)
Helpful Interview?
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Quantitative Analyst at Goldman Sachs
Accepted Offer – Interviewed in Chennai (India) Dec 2012 – Reviewed Dec 26, 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.
Interview Questions
- What is the expected number of tosses required to achieve 2 heads in an unbiased coin? View Answer
- How do you create an event with a probability of 1/3 using an unbiased coin? View Answer
Helpful Interview?
Yes |
No
Problem with this interview?
Quantitative Analyst at Goldman Sachs
No Offer – Reviewed Oct 31, 2012
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 Answer
Helpful Interview?
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No
Problem with this interview?
Quantitative Analyst at Goldman Sachs
No Offer – Interviewed in London, England (UK) Jan 2008 – Reviewed Oct 13, 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
Helpful Interview?
Yes |
No
Problem with this interview?
Quantitative Analyst at Goldman Sachs
No Offer – Interviewed in London, England (UK) Jan 2011 – Reviewed Jul 7, 2012
Interview Details – Extremely challenging brainteasers and maths questions, two rounds of phone interview of 1 hr each. Friendly interviewer.
Interview Question – Find the optimal strategy to solve a specific card game. Answer Question
Helpful Interview?
Yes |
No
Problem with this interview?
Quantitative Analyst at Goldman Sachs
No Offer – Interviewed in London, England (UK) Mar 2011 – Reviewed Mar 21, 2012
Interview Details – A first telephone interview with just quantitative and brainteaser questions, like solve some differential equations with some tricky change of variable. then a face to face interview, with a group of 5 members of the team, more brainteaser and technical questions like stochastic calculus and programming.
Interview Question – a, b, c are integers. Such that a^2 + 2bc = 1; b^2 + 2ac=2012, find all the possibles values of c^2 + 2ab. View Answers (3)
Helpful Interview?
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No
Problem with this interview?
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