Quantitative Investment Analyst Interview Questions

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Quantitative Investment Analyst interview questions shared by candidates

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Goldman Sachs
Summer Internship - Quantitative Investment Strategies was asked...April 11, 2012

Suppose that you have a fair coin. You start with $0. You win 1$ each time you get a head and loose $1 each time you get tails. Calculate the probability of getting $2 without getting below $0 at any time.

6 Answers

1/3

1/3 Because if he requires 2 heads = $2, then it means he require HH out of {HH,HT ,TH,TT} We cannot consider TT because it would turn to zero. Therefore, he has 1 chance out of 3. Hence 1/3. Less

Marchov chain with 2 and -1 absorbing OR geometric series 1/4^n from 1 to inf=1/3 Less

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BlackRock

There are 25 horses and a track where you can race 5 of them at a time. What is the minimum number of races needed in order to find the top 3 horses?

1 Answers

It took me a while to get the correct answer which is 7 races.

Goldman Sachs

Tell me a little bit about yourself.

1 Answers

p = 0.5(0.5+0.5p)

Dimensional Fund Advisors

Write a SQL statement to check if two different people will meet in a store given names, arrival and departure times

Othoz

- What do you know about Othoz - Walk me through your CV - Questions about your master thesis - Why you? - etc.

Goldman Sachs

How to replicate a Russel 3000 index with 300 stocks

Goldman Sachs

Quenstions cover all fields of Mathematics, Computer Science, Statistics, Economics, and Finance.

Goldman Sachs

1. Walk me through your resume. 2. Tell me about a project or internship experience that is most relevant to this position.

Putnam Investments

What’s your view on inflation ? How would you trade inflation based on your view described in previous question? Average quantitative questions about Fed policy and broader macroeconomic outlook

Fidelity Investments

What's a recent article you read that you think relates to quantitative investing?

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