One 45-minute technical round, and a superday with 5-6 45-minute interviews. Most questions were specific to resume, or statistics questions. More emphasis on regression and statistics than probability or game theory questions you typically see for trading roles.
Interview questions [1]
Question 1
What happens to the slope of the least-squares linear regression line if the inputs and outputs are switched?
I applied online. I interviewed at AQR Capital Management
Interview
First round was a technical screening asking questions about CAPM/asset allocation, and scenario-related questions based on stuff on my resume. (example: if you wanted to predict XYZ based on ABC using 123 model, how would you do it? etc.). Had no idea what they were looking for
Interview questions [1]
Question 1
How would you allocate an 2 asset portfolio with sharpe ratios of 3 and 1?
Quantitative Research Intern applicants have rated the interview process at AQR Capital Management with 4 out of 5 (where 5 is the highest level of difficulty) and assessed their interview experience as 50% positive. To compare, the company-average is 41% positive. This is according to Glassdoor user ratings.
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