I applied through college or university. I interviewed at AQR Capital Management
Interview
1st round - with analyst, general questions about resume and a few technical questions about ML
2nd round - with analyst, technical question/problem around market microstructure
3rd round - superday, 6 interviews, mix of technical and behavioral - wanted to know my thought process and philosophy around investing, alpha generation. Had to derive closed -form relationship between two regression equations where the X and Y were flipped
Interview questions [1]
Question 1
Which has a greater chance of overfitting, KNN or SVM?
I applied online. I interviewed at AQR Capital Management in Nov 2019
Interview
I received a phone call and had two rounds of interviews. The first round is via phone and the second on-site. The on-site one last for a full day. It includes 5 one-on-one sessions.
Interview questions [1]
Question 1
explain efficient frontier and the implication on portfolio choice.
I applied through an employee referral. The process took 2 weeks. I interviewed at AQR Capital Management (Stamford, CT) in Dec 2015
Interview
A phone call then an onsite superday. I applied online and was invited for a phone screen with a researcher followed by a superday in CT with portfolio managers and researchers. Conversations focused on portfolio theory and factor models
Interview questions [1]
Question 1
3 tests on math, computer science, finance
3 in person interviews
Heavy focus on basic statistical inference knowledge and options pricing abilities
Quant Research applicants have rated the interview process at AQR Capital Management with 3.7 out of 5 (where 5 is the highest level of difficulty) and assessed their interview experience as 100% positive. To compare, the company-average is 41% positive. This is according to Glassdoor user ratings.
Candidates applying for Quant Research roles take an average of 20 days to get hired, when considering 3 user submitted interviews for this role. To compare, the hiring process at AQR Capital Management overall takes an average of 21 days.
Common stages of the interview process at AQR Capital Management as a Quant Research according to 3 Glassdoor interviews include:
One on one interview: 33%
Skills test: 33%
Phone interview: 33%
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