Quantitative Researcher

at AQR Capital Management

Group/Division/Type: Quantitative Research

City: Greenwich, CT, USA, United States

Interviewed: March 2019

Overall experience




General Interview Information


No Offer

Interview Source

College / University / On Campus Recruiting

Length of Process

1-2 months

Interview Details

What did the interview consist of?

Phone Interview

Please describe the interview / hiring process.

The team leader went thru my resume and dig really deep to ask details of my projects. Since I worked as desk quant at an option trading hedge fund, I was asked what's the value of delta of ATM call. The answer was 0.55 and he asked why its not exactly 0.5.

What were the most difficult or unexpected interview questions asked?

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How did you answer each of these questions (please be specific)?

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