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Senior Quantitative Analyst Interview Questions

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92 senior quantitative analyst interview questions shared by candidates

Typical HR questions; how to structure minvol portfolio; what research ideas Head of research was specialized in qualitative research, so was not capable of judging quantitative skills and did so only based on the school I attended (he said the latter himself); C-level executive literally just talked about himself for most of the interview and made judgements on research ideas after saying he has never heard of the techniques I mentioned; both head of research and C-level executive were ex-Deutsche Bank and clearly came with the associated superiority complex. Probably dodged a bullet there
avatar

Senior Quantitative Research Analyst

Interviewed at Solactive

3.7★
Apr 5, 2021

Typical HR questions; how to structure minvol portfolio; what research ideas Head of research was specialized in qualitative research, so was not capable of judging quantitative skills and did so only based on the school I attended (he said the latter himself); C-level executive literally just talked about himself for most of the interview and made judgements on research ideas after saying he has never heard of the techniques I mentioned; both head of research and C-level executive were ex-Deutsche Bank and clearly came with the associated superiority complex. Probably dodged a bullet there

The challenge wasn't difficult, it was time consuming. It took a total of 12-15 hours for me to finish. They gave you a sample data long with 9 questions, the range of the questions covers from fit a basic linear regression model, interpretation of the interaction effects, imputation of missing values, etc.
avatar

Senior Quantitative Analyst

Interviewed at Climate

3.4★
Dec 3, 2013

The challenge wasn't difficult, it was time consuming. It took a total of 12-15 hours for me to finish. They gave you a sample data long with 9 questions, the range of the questions covers from fit a basic linear regression model, interpretation of the interaction effects, imputation of missing values, etc.

The role is about commercial real estate modeling, and the "senior" title only refers to Master's degree. The phone interview was expected to be 30min, but it took 1 hour. The interviewer used to be a trader, so he's very aggressive and feels like changeling you all the time. I was then invited to an onsite interview at NY. There are 2 case interviews, 1 behavioral interview, and 4 job fit interviews. There are two other candidates I came across that day, and one has 2-yr working experience already.....(I haven't even finished my MS degree) It seems that normally there are only 2-3 job fit interviews, I don't understand why I have 4. One case interview is about Venmo. Math is only about break-even analysis, but make sure you get million and billion calculation correctly. They asked what would the break-even result change if you collaborate with a furniture company and they pay you through debit card. They also asked some strategic plans and suggestions. The other quant case is about the call center at capital one. You need to calculate the average call time per week, and also the transfer rate. As it moves on, it involves launching a training program and you need to recalculate the transfer rate. Remember to ask how long the program is expected to last. The interviewer will not give you any information unless you asked him. The behavioral interview only asks three "tell me about a time" questions, but with multiple follow-up questions. So make sure you are 100% clear about those scenarios and don't try to make up anything. Here comes the job fit interview. It should be a "walk through your resume" type of interview, and you need to do some background research about cap1 and the team. It helps if you take some notes during the phone interview. Since my summer internship is closely related to what they do, I did a great job in the first three interviews. However, the last interviewer, the one who called me last time, said he has asked all the questions he's interested, and he would like to ask me a brain teaser. During the 30min, I was stuck by this problem because I have no preparation and past experience at all. He gave me some hints but kept interrupting me all the time. Every time I tried to think it by myself, he broke in and said that's not the most efficient way. At last he solved this problem for me and was curious how could a stats student fail to answer it. I didn't get the offer in the end, though I've done a good job in 6 of the 7 interviews, and just didn't get a brain teaser problem correct, which I believe is not a typical interview question for risk management. I guess I'm the only candidate at that day who was asked this brain teaser, and I felt it was unfair. You are telling me someone does not fit this role (remember it's a job fit interview) only because he/she cannot tease his/her brain?! That's interesting. Anyway, good luck to the other applicants.
avatar

Senior Quantitative Analyst

Interviewed at Capital One

Oct 16, 2016

The role is about commercial real estate modeling, and the "senior" title only refers to Master's degree. The phone interview was expected to be 30min, but it took 1 hour. The interviewer used to be a trader, so he's very aggressive and feels like changeling you all the time. I was then invited to an onsite interview at NY. There are 2 case interviews, 1 behavioral interview, and 4 job fit interviews. There are two other candidates I came across that day, and one has 2-yr working experience already.....(I haven't even finished my MS degree) It seems that normally there are only 2-3 job fit interviews, I don't understand why I have 4. One case interview is about Venmo. Math is only about break-even analysis, but make sure you get million and billion calculation correctly. They asked what would the break-even result change if you collaborate with a furniture company and they pay you through debit card. They also asked some strategic plans and suggestions. The other quant case is about the call center at capital one. You need to calculate the average call time per week, and also the transfer rate. As it moves on, it involves launching a training program and you need to recalculate the transfer rate. Remember to ask how long the program is expected to last. The interviewer will not give you any information unless you asked him. The behavioral interview only asks three "tell me about a time" questions, but with multiple follow-up questions. So make sure you are 100% clear about those scenarios and don't try to make up anything. Here comes the job fit interview. It should be a "walk through your resume" type of interview, and you need to do some background research about cap1 and the team. It helps if you take some notes during the phone interview. Since my summer internship is closely related to what they do, I did a great job in the first three interviews. However, the last interviewer, the one who called me last time, said he has asked all the questions he's interested, and he would like to ask me a brain teaser. During the 30min, I was stuck by this problem because I have no preparation and past experience at all. He gave me some hints but kept interrupting me all the time. Every time I tried to think it by myself, he broke in and said that's not the most efficient way. At last he solved this problem for me and was curious how could a stats student fail to answer it. I didn't get the offer in the end, though I've done a good job in 6 of the 7 interviews, and just didn't get a brain teaser problem correct, which I believe is not a typical interview question for risk management. I guess I'm the only candidate at that day who was asked this brain teaser, and I felt it was unfair. You are telling me someone does not fit this role (remember it's a job fit interview) only because he/she cannot tease his/her brain?! That's interesting. Anyway, good luck to the other applicants.

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