State Street Quantitative Analyst Interview Questions | Glassdoor

State Street Quantitative Analyst Interview Questions

14 Interview Reviews

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Quantitative Analyst Interview

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

Application

I applied online. The process took 3 weeks. I interviewed at State Street (Boston, MA) in July 2016.

Interview

Phone interview. First was Self-introduction and then asked questions about the projects I did and how it connected with this position. Following that, tons of technical questions and programming questions. The whole interview went smoothly and the manager was very nice to explain the questions he asked for. The whole process went through around an hour.

Interview Questions

Other Interview Reviews for State Street

  1. Helpful (3)  

    Quantitative Analyst Interview

    Anonymous Interview Candidate in Boston, MA
    No Offer
    Neutral Experience
    Difficult Interview

    Application

    I applied in-person. The process took 2 weeks. I interviewed at State Street (Boston, MA) in May 2016.

    Interview

    Phone interview first. Could you help me go through your resume? question about the projects i did.
    Ask a lot of technique questions. Arch model, stochastic process, time series, all statistics stuff.

    Interview Questions

  2.  

    Quantitative Analyst Interview

    Anonymous Interview Candidate
    No Offer
    Neutral Experience
    Difficult Interview

    Application

    I applied online. The process took 1 day. I interviewed at State Street in February 2016.

    Interview

    i applied online and was contacted by a team member a few weeks after i did. i had a telephone interview that lasted around forty five minutes. two senior analysts (vice presidents) interviewed me. the interview was difficult but i could answer most of the questions. i didn't get an offer and they did not provide any feedback when requested.

    Interview Questions

  3.  

    Quantitative Analyst Interview

    Anonymous Interview Candidate in Boston, MA
    No Offer
    Negative Experience
    Difficult Interview

    Application

    I applied through college or university. The process took 1 day. I interviewed at State Street (Boston, MA) in September 2015.

    Interview

    It was about 30 minutes and tons of questions. Firstly self introduction, and work through my resume. And the interviewer asked me lots of statistical concepts and how to write Matlab command according to his request.

    Interview Questions

    • The interviewer asked me lots of statistical concepts and how to write Matlab command according to his request.   Answer Question
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  5. Helpful (4)  

    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
  6. Helpful (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
  7. Helpful (1)  

    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

  8. Helpful (12)  

    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
  9.  

    Quantitative Analyst Interview

    Anonymous Interview Candidate in Boston, MA
    Declined Offer
    Negative Experience
    Easy Interview

    Application

    I applied online. The process took 4 weeks. I interviewed at State Street (Boston, MA) in June 2014.

    Interview

    phone and onsite two weeks. phone focus on resume and onsite meets with the team for the whole day. any question could come up based on the conversation. stat knowledge. regression.

    Interview Questions

  10.  

    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
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