Please describe the interview / hiring process.
AQR is the best company I've ever interviewed for. I'm an undergrad who went through OCR. They sent a partner to campus to interview 15 people. 3 received final round interviews. Final rounds were at the their CT offices. They sent an SUV to pick us up, providing us with breakfast, lunch and networking with other analyst. The rest of the day was a typical superday. There weren't really any quant questions asked during first round (fit based), but second round was full of them. There was also a quantitative test to judge how good you actually were at math finance. The partners really care about recruiting bright new people. John Liew himself showed up to give us a pep talk before our interviews. Work is more laid back (no suits), and hours are light since most of the trading is automated anyway. Probably the only shop where programmers and quant researchers are front office while traders are back office.
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