D. E. Shaw & Co. - Investment Firm Quantitative Analyst Interview Questions | Glassdoor

D. E. Shaw & Co. - Investment Firm Quantitative Analyst Interview Questions

21 Interview Reviews

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Helpful (1)  

Quantitative Analyst Interview

Anonymous Interview Candidate
No Offer
Positive Experience
Average Interview

Application

I applied online. I interviewed at D. E. Shaw & Co. - Investment Firm.

Interview

45 minute phone screen. Friendly interviewer. Started by asking me about my research and why I wanted to switch to the financial industry. Also asked why I was applying to their specific company. Then transitioned to brain teasers / probability questions. More enjoyable interview compared to others I've had in this field. Sad I didn't move to the next round. A very polite rejection email. Seemed personalized instead of generic.

Interview Questions

Other Interview Reviews for D. E. Shaw & Co. - Investment Firm

  1. Helpful (12)  

    Quantitative Analyst Interview

    Anonymous Employee in New York, NY
    Accepted Offer
    Positive Experience
    Average Interview

    Application

    I applied through college or university. The process took 4+ weeks. I interviewed at D. E. Shaw & Co. - Investment Firm (New York, NY) in December 2016.

    Interview

    I met the recruiter at the career fair, they scheduled two phone interviews and then one on-site-interview. They were super nice and friendly and you could see how smart every one is. Mostly from top schools (MIT, Stanford, Caltech ...). They all asked about my research first (in details) and then a few questions of their own including brain teasers, statistics, probability, algorithm and programing (They all write in Python but you can choose any language you want to answer the question). It was mostly probability of course because I was applying for a quant position.
    Get rdy to answer your research in details and precise, make it interesting and related to their works, I tried to show myself to be very passionate (I truly am passionate actually) about my work and explained both theoretical and practical parts of it.
    Show confidence, eye contact, encourage them to ask questions and make sure they understand why your work is interesting and how you apply your mathematical skills to solve the problem. Especially emphasize on your statistical skills which is important for a quant.
    After six interviews and a lunch in a fancy place with a full timer, I went back to hotel and slept for hours! I was super tired! :))
    Right after the interviews the recruiter told me they are very impressed, she showed me the whole company and explained about the working environment.
    The day after, they asked me for a coding sample, writing sample and two references, ( I was lucky, my advisor at Caltech supported me very well as the reference, they mentioned that later). Then after a very long background check they asked me for another interview (not technical this time) and they gave me the offer afterwards.

    Interview Questions

    • First, questions about my research. (or the work you are proud of the most)
      Routine behavioral questions,
      probability and algorithm problems and brain teaser which I don't remember, it was a month ago.   Answer Question

  2.  

    Quantitative Analyst Interview

    Anonymous Interview Candidate in New York, NY
    No Offer
    Neutral Experience
    Easy Interview

    Application

    I applied online. The process took a week. I interviewed at D. E. Shaw & Co. - Investment Firm (New York, NY) in December 2016.

    Interview

    Just asked brain-teaser questions. A lot of small questions. Most of them is about probability. Did not mention the resume. Then asked about why choosing their company and tell me about the work environment.

    Interview Questions

  3. Helpful (1)  

    Quantitative Analyst Interview

    Anonymous Interview Candidate in New York, NY
    No Offer
    Negative Experience
    Average Interview

    Application

    I applied online. The process took 2+ months. I interviewed at D. E. Shaw & Co. - Investment Firm (New York, NY) in November 2016.

    Interview

    I applied online, received an phone interview request a couple of weeks later. Then the in-house interview. The in-house interview is divided into two sessions: morning 3 and afternoon 2. Only candidates who pass the morning session would have the opportunity to have lunch with one of the employees and the following afternoon session.

    Interview Questions


  4. Helpful (1)  

    Quantitative Analyst Interview

    Anonymous Interview Candidate in New York, NY
    No Offer
    Neutral Experience
    Average Interview

    Application

    I applied online. The process took 4 weeks. I interviewed at D. E. Shaw & Co. - Investment Firm (New York, NY) in July 2016.

    Interview

    There is a 45 min phone interview, and they refuse to do it on Skype. Starting with introducing yourself, and then talk about what interests you most in your course of study. They would ask in detail about stuff on your resume like research programs if you have any, which takes the bulk of the time. No other technical questions.

    Interview Questions

    • What specific contribution did you do in your research program?   Answer Question

  5. Helpful (10)  

    Quantitative Analyst Interview

    Anonymous Interview Candidate
    No Offer
    Positive Experience
    Average Interview

    Application

    I applied online. I interviewed at D. E. Shaw & Co. - Investment Firm.

    Interview

    submit my resume online and get contacted after a month. they scheduled me a phone interview, mainly asking me two questions, one is about programming and the other is about probability, get rejected the day after the phone interview. The programming question is how do you get the largest product of three numbers out of an array. The probability question is what's the probability that you randomly choose three points on a circle and these three points would be covered by a semi-circle.

    Interview Questions

    • The programming question is how do you get the largest product of three numbers out of an array. The probability question is what's the probability that you randomly choose three points on a circle and these three points would be covered by a semi-circle.   2 Answers

  6.  

    Quantitative Analyst Interview

    Anonymous Interview Candidate
    No Offer
    Neutral Experience
    Average Interview

    Application

    I applied online. I interviewed at D. E. Shaw & Co. - Investment Firm.

    Interview

    Applied online and heard back for a phone screen soon after. After phone interview, heard back within 2-3 days for onsite interviews. There were 5 of them, each about an hour long, including a lunch interview. All interviewers were mostly friendly and helpful, with one notable exception. Expect soft behavioral questions like why finance, and explaining your background.

    Interview Questions

    • Brush up on regression, and basic probability and statistics questions   Answer Question

  7. Helpful (40)  

    Quantitative Analyst Interview

    Anonymous Employee in New York, NY
    Accepted Offer
    Positive Experience
    Difficult Interview

    Application

    I applied online. The process took 2+ months. I interviewed at D. E. Shaw & Co. - Investment Firm (New York, NY) in November 2014.

    Interview

    Timeline (~2 months):
    ----------------------------
    Applied in mid October. Phone interview was set-up two weeks later. On-site interview the week after. A lot of background check related activities for over a month. Offer given after all checks complete.

    Phone interview:
    -----------------------
    - 45 minutes, single interview
    - probability/statistics and algorithms questions
    - very friendly, casual
    - invited to on-site immediately afterwards

    On-site:
    ----------------------
    - 5 consecutive one-on-one hour long interviews with quant team (3 in morning, 2 after lunch)
    - 1 "off the record" lunch with another team member
    - extremely nice, brilliant people
    - a lot of questions about my research (be prepared to talk details!)
    - brainteasers (algorithms, black-scholes, arbitrage-free pricing, statistics, order-of-magnitude estimations)
    - time breakdown: 50% fit/research, 50% brainteasers

    Follow-up:
    --------------------
    - at the end of on-site, asked to submit via e-mail: references (4 phone contacts), code samples (~500 lines of code that you're particularly proud of), writing samples (e.g. a scientific paper)
    - a TON of background checks in the month following
    - got weekly phone-call updates to let me know status of my application and also so I could fill out more forms for the background check (I was truly amazed at the dedication and care they took in keeping me informed, especially since the process took so long!)
    - they also asked me about details from other offers I had

    Interview Questions

    • Which is more: a) the number of stars in our galaxy, or b) the number of grains of sand that will fit in a 5 gallon bucket.

      How do you estimate both (a) and (b) using reasonable assumptions that a normal lay-person could verify/agree-with?   1 Answer

    Negotiation

    Told hiring manager the numbers from some other hedge fund offers I had at the time. DE Shaw countered with an offer that was superior in all aspects (salary, bonus, benefits) -- didn't feel the need to negotiate since it was the best offer I received and significantly more than industry average.

  8. Helpful (8)  

    Quantitative Analyst Interview

    Anonymous Interview Candidate
    No Offer
    Positive Experience
    Average Interview

    Application

    I applied online. The process took 2+ weeks. I interviewed at D. E. Shaw & Co. - Investment Firm in November 2014.

    Interview

    Phone interview. The interviewed asked about my research projects and a couple brainteasers about fair coin flips required to use law of large numbers and large deviation. The interviewer is very friendly, and seemed to be interested in my research. The brainteasers are standard probability questions.

    Interview Questions

    • Flip a fair coin 1000 times. What's the probability that the number of heads come up more than 550 times? What theorem would you use to describe probabilities of rare events as number of coin flips goes to infinity?   3 Answers

  9. Helpful (5)  

    Quantitative Analyst Interview

    Anonymous Interview Candidate
    No Offer
    Average Interview

    Application

    I applied online. The process took a week. I interviewed at D. E. Shaw & Co. - Investment Firm in October 2014.

    Interview

    I was asked a bit about my research, and then the following 3 questions:

    (1) Let A be an n by n matrix, with all off-diagonal entries equal to a, and all diagonal entries equal to 1. For which value of a, is this matrix positive definite?

    (2) We start with a number n, and let S = 0. At the first step

    What number do we end up with?

    (3) Suppose we have a fair coin, and we toss it a million times. Let X be the number of heads; estimate the probability that X > 502,000.

    Interview Questions

    • (4) You are given two Gaussian variables: X_1 and X_2 with means m_1, m_2 and variance v_1, v_2.

      Suppose you know the sum X_1 + X_2 is equal to n. What is the expected value of X_2?   13 Answers

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