State Street Quantitative Analyst Interview Questions

Updated Jul 6, 2015
9 Interview Reviews

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Quantitative Analyst Interview

Anonymous Interview Candidate
No Offer
Positive Experience
Difficult Interview

Application

I applied online. I interviewed at State Street in July 2015.

Interview

The Risk Analytics Team is looking for candidates to build quantitative models. The role contains about 50% of model building using Matlab, 50% of documentation and monitor. Also you have to optimize your model so that it pass the Stress Test. The guy who interviewed me was very helpful. It is an one hour phone interview. No behavior question! First 20 minutes, he talked about what the team do and gave two examples of the products they are using. After that, he looked through my resume, asked me about Matlab, Time Series, Statistics, PDE, Stochastic Calculus and Probability question. Although I did not perform well(I would not expect this interview to be such technical), he helped me, gave me hint so that I could answered all the question. Not like the interviews that I did before, if you don't know the answer, you could hear the disappointment from the other side of the phone. This guy is really nice and helped me to refresh the knowledge.

Interview Questions

  • 1. How to find rows that contains missing values for a matrix using matlab? 2. How to calculate simple moving average with moving window n for a vector X (for example, 100*1) using matlab (cannot use any build in function such as tsmovavg)? 3. Are you familiar with different optimization function in Matlab? 4. Are you familiar with GARCH model, why use ARCH/GARCH model? What kind of stochastic process you have learned? Do you use any numerical methods to solve PDE? 5. You have a coin, you don't know whether it is a fair coin or a biased one. The probability to get a head follows a uniform distribution with (0,1). Given the first toss is a head, what is the probability that the second toss is also a head?   1 Answer

Other Interview Reviews for State Street

  1.  

    Quantitative Analyst Interview

    Anonymous Interview Candidate
    No Offer
    Neutral Experience
    Easy Interview

    Interview

    I talked with two quantitative analysts in the team. They were both very nice. Mostly the interview is about my research projects. After the interview, they sent me a dataset about foreign exchange market and some related questions. I didn't start working on the test right away. Guess that is one of the reasons I never heard from them afterwards.

    Interview Questions

    • Do you have a finance background?   1 Answer
  2.  

    Quantitative Analyst Interview

    Anonymous Interview Candidate
    No Offer
    Positive Experience
    Difficult Interview

    Application

    I applied online. I interviewed at State Street.

    Interview

    A brief phone interview first. Then two VPs interview for about 1h. All technical questions, no behavior questions. I can't answer most of them. Feel sorry about the two interviewers. They must think they were wasting time. If you're not good at statistics( like me), don't apply for it.

    Interview Questions

  3. Helpful (9)  

    Quantitative Analyst Interview

    Anonymous Interview Candidate
    No Offer
    Positive Experience
    Average Interview

    Interview

    Phone interview followed by a in person interview at their offices. At the offices, the interview was 1 on 1, but with multiple people. In general everyone has a positive attitude. They ask questions, both technical and about your background. They all seem like they are highly intelligent people.

    Interview Questions

    • On a linear regression, if one new variable is added, and that variable is highly correlated to another, will the t-test statistic will go up or down?   1 Answer
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  5.  

    Quantitative Analyst Interview

    Anonymous Employee in Boston, MA
    Accepted Offer
    Positive Experience
    Easy Interview

    Application

    I applied through college or university. The process took 4 weeks. I interviewed at State Street (Boston, MA) in April 2014.

    Interview

    There was only one phone interview with a VP on the team, they mentioned that they wanted me to meet with more people but for timing reasons they skipped forward to making an offer relatively quickly. In general they were very nice and helpful, certainly open to answering all sorts of questions about the nature of the work.

    Interview Questions

    • Some technical questions about the mean-variance optimization framework and explaining the intuition and inputs to the Markowitz model. They also asked about the definition of value at risk. Some very standard "tell me about a time when" questions about prior work experience as well as questions about my interest in the job   1 Answer
  6.  

    Quantitative Analyst Interview

    Anonymous Interview Candidate in Boston, MA
    No Offer
    Positive Experience
    Average Interview

    Application

    I applied online. The process took 1 day. I interviewed at State Street (Boston, MA) in February 2014.

    Interview

    did one hour academia presentation, meeting different people (each for 30 to 35 mins), have a great lunch with people, pretty nice and professional people and they indeed asked very insightful questions

    Interview Questions

  7.  

    Quantitative Analyst Interview

    Anonymous Interview Candidate
    No Offer
    Average Interview

    Application

    I applied through college or university. The process took a week. I interviewed at State Street.

    Interview

    phone interview: started with a brief description of the role, the culture,... Then moved on to a lot of technical questions (statistics, time series and programming). The questions were fairly basic but you need to brush up on these subjects if you are a little rusty. I got the results really quickly after that

    Interview Questions

  8. Helpful (1)  

    Quantitative Analyst Interview

    Anonymous Employee
    Accepted Offer
    Neutral Experience
    Difficult Interview

    Application

    I applied through a recruiter. The process took 1 day. I interviewed at State Street in May 2011.

    Interview

    The interview is based on personal experience and mostly intelligence test. The interviewer would post out many math, probability question and fiance concepts for your explanation. Also, you will be asked about your degree, knowledge set and technical parts.

    Interview Questions

    • What's the three concept of GDP   1 Answer
    • Please describe you in one adj.   1 Answer
  9.  

    Quantitative Analyst Interview

    Anonymous Interview Candidate
    No Offer
    Neutral Experience
    Easy Interview

    Application

    I applied through other source. The process took 5 days. I interviewed at State Street in October 2008.

    Interview

    Initial phone interview was just a get to know you type conversation. Very easy. I was asked to go in for an in-person interview next.

    Interview Questions

    • I have a fair coin. I play a game where I start flipping the coin and I win when I get two heads in a row. What is the expected number of flips for me to win the game ?   2 Answers
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