Goldman Sachs Quantitative Analyst Interview Questions | Glassdoor

Goldman Sachs Quantitative Analyst Interview Questions

Updated Feb 16, 2017
31 Interview Reviews

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Quantitative Analyst Interview

Anonymous Interview Candidate in Seattle, WA
No Offer
Neutral Experience
Average Interview

Application

I applied online. The process took 4+ weeks. I interviewed at Goldman Sachs (Seattle, WA) in November 2016.

Interview

There are two coding tests. They required using specific language, including C/C++, java, python, C#. The second question has large data test, and the first one is quite easy.

Interview Questions

Other Interview Reviews for Goldman Sachs

  1.  

    Quantitative Analyst Interview

    Anonymous Interview Candidate in Ithaca, NY
    Declined Offer
    Negative Experience
    Average Interview

    Application

    I applied online. The process took 1 day. I interviewed at Goldman Sachs (Ithaca, NY) in March 2016.

    Interview

    The first section was done over the phone. they asked situational/behavioral questions. After which they didn't contact me again for a while until after a few weeks to inform me that i will not be getting the position

    Interview Questions

    • If your friend (who is on his last disciplinary straw) is cheating on a test in class, and the only one who know is you. How do you handle it?   1 Answer
  2. Helpful (4)  

    Quantitative Analyst Interview

    Anonymous Interview Candidate
    No Offer
    Neutral Experience
    Average Interview

    Application

    I applied through an employee referral. I interviewed at Goldman Sachs.

    Interview

    Phone interview for one hour. There were initial questions about my resume. The interviewer asked in detail about every project and asked pertinent questions. This was followed by programming questions.

    Interview Questions

    • How do you find an outlier in a dataset?   1 Answer
  3. Helpful (12)  

    Quantitative Analyst Interview

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

    Application

    I applied through a recruiter. The process took 2+ months. I interviewed at Goldman Sachs (New York, NY) in December 2015.

    Interview

    I did a first and second round technical interview with GS. The first round interview was excellent--a lot of math and probability questions that made me think but that were very doable. I finished eight in total, and included just the ones I remember. The second round interview was awful. The second interviewer clearly had a phenomenal stats background but poor differential equations background, and asked me many stats definitions (instead of problems I could reason through, as I did with the first interview), which I simply didn't know, as my expertise is in hyperbolic differential systems and I don't do stats--something he already knew was the case. Then he asked me very simple diff eq problems, but felt that I had answered them incorrectly when I gave him quick answers without integration constants (which I could have provided had he asked me for them--it just isn't something that PDE modelers tend to include) and when I said that e^{ikx} meant that the system had 'sinusoidal behavior' (which is exactly what it means) instead of explicitly saying that this meant cos(kx)+isin(kx). It was just frustrating. That being said, I did 'well enough' that they recommended me to another modeling team that focuses on documentation, and I just finished a first round interview with them and have not yet heard back (I chose 'no offer' because I'm not through the process yet).

    Interview Questions

    • Interview 1, Q1: Find the eigenvalues and eigenvectors in a 3x3 matrix. Q2. Explain how you would find the mean value in an array. What is the time complexity of a sort function, and explain why.   2 Answers
    • Interview 1, Q3: If a person wanted to write a ransom note by cutting letters out of a magazine, how would you decide whether or not the magazine had the letters necessary? Explain in terms of computer algorithms. Q2a: What is the probability of NO collisions given a particular size hash map?   1 Answer
    • Interview 1, Q3: They asked me several coin toss problems which were basically P(A or B)=P(A)+P(B)-P(A+B).   Answer Question
    • Interview 2, Q1: Integrate and solve dy/dx=y, including correct useage of integration constants. Now integrate and solve d^2y/dx^2=y using correct integration constants. When you get a solution of e^{ikx}, what does this mean (cos(kx)+isin(kx)). Interview 2, Q2: Do a Taylor Series expansion for e^{x}. Q3. Interview 2, Q3. Explain the central limit theorem. Q4. What makes Gaussian distributions 'special?' How are they different than other distributions, such as a Poisson distribution?   Answer Question
    • Interview 3: Q1 If the odds of a company defaulting are 10% for the first 6 mo, and 10% for the second 6 mo, what are the odds of them defaulting over 1 year? Birthday problem: What are the odds of two people having the same birthday in a room?   2 Answers
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  5. Helpful (2)  

    Quantitative Analyst Interview

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

    Application

    I applied through college or university. The process took a week. I interviewed at Goldman Sachs (New York, NY) in November 2015.

    Interview

    On campus interview which lasts for 30 mins. First ask me to introduce myself and then ask several questions regarding my resume. Then comes to the technical part and asks about probability and algorithm. Interviewer is nice and friendly.

    Interview Questions

    • Given an array with integers, all integers appear once except one appears twice. How do you find that integer in the fastest way? Complexity?   1 Answer
  6. Helpful (1)  

    Quantitative Analyst Interview

    Anonymous Interview Candidate in New York, NY
    No Offer
    Positive Experience
    Difficult Interview

    Application

    I applied through college or university. The process took 1+ week. I interviewed at Goldman Sachs (New York, NY) in September 2015.

    Interview

    The interviewer was friendly and first ask you to work through your resume. Then, straightly began to throw you a bunch of questions regarding statistics, mathematics and some brainteasers. Be prepared for the brainteasers, or you will not have enough time to response for those questions. Programming is also a very important part for the interview, so be prepared for questions like Monte Carlo Simulation and algorithms.

    Interview Questions

  7. Helpful (6)  

    Quantitative Analyst Interview

    Anonymous Interview Candidate
    No Offer
    Neutral Experience
    Average Interview

    Application

    I applied through a recruiter. The process took a week. I interviewed at Goldman Sachs in March 2015.

    Interview

    Went through 3 technical phone interviews. The questions were on basic statistics, programming (algorithms/C++) and financial concepts, nothing unexpected. There was nothing challenging, but no on-site interview was offered at the same time. Leaves you confused on what is the logic behind the process.

    Interview Questions

  8. Helpful (1)  

    Quantitative Analyst Interview

    Anonymous Interview Candidate in San Francisco, CA
    No Offer
    Positive Experience
    Difficult Interview

    Application

    I applied through college or university. The process took 1 day. I interviewed at Goldman Sachs (San Francisco, CA) in March 2015.

    Interview

    First round written exam, 30 questions in 90 min, 10 math questions, 10 algo questions, 5 OS questions and 5 finance questions. The group was the financial institution group in investment banking department. The office is based in new york. Based on the exam questions and the person who delivered the exam, I believe they want to recruit someone who is strong in computer science.

    Interview Questions

    • Questions on probability, calculus, brainteasers, complexity of algorithms, UNIX basics and multi-threads.   Answer Question
  9. Helpful (2)  

    Quantitative Analyst Interview

    Anonymous Interview Candidate
    No Offer
    Neutral Experience
    Average Interview

    Application

    I applied online. I interviewed at Goldman Sachs.

    Interview

    HR reached out through linkedin for credit quant position. Spoke first with HR where she explained the job and interview process. Then took 3-4 days to set up telephonic interview with hiring manager. Manager explained the role, day to day responsibilities and spoke on the products traded by the desk.

    Interview Questions

    • Toin coss problem. Expected number of tosses to first heads and some more variations on this problem.   Answer Question
  10.  

    Quantitative Analyst Interview

    Anonymous Interview Candidate
    No Offer
    Positive Experience
    Average Interview

    Application

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

    Interview

    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 Questions

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