Portfolio Implementation Intern

The first round interview was pretty straight forward a phone interview talking about resume, background and overall fit. Why AQR, Why portfolio implementation etc.

The final interview was a lot more complex 5 interviews back to back consistently grilled on different topics and skill sets. one interviewer grilled specifically on coding related topics, time and memory complexity of different sorting algorithms; 2 pointer and sliding window problem from what I recall as well this was not a coding problem but making sure you understand the concept and how you would go about solving it. The other interviews were a lot more statistics focused, describe what covariance means what would be the difference between the correlation of daily vs monthly returns of a given year etc. very specific calculations of statistics involved and you have to give formulas overall a more academic and rigorous process test to see how well you focused in academic statistics related coursework.