AQR Capital Management Interview Questions

26 total interview insight submissions
Interview Experience (87%)

The Interview Experience is a score from 1 star (very negative) to 5 stars (very positive) generated based on the Interview Insights at this company.

The number you see in the middle of the doughnut pie chart is the simple average of these scores. If you hover over the various sections of the donut, you will see the % breakdown of each score given.

The percentile score in the title is calculated across the entire Company Database and uses an adjusted score based on Bayesian Estimates (to account for companies that have few interview insights). Simply put, as a company gets more reviews, the confidence of a "true score" increases so it is pulled closer to its simple average and away from the average of the entire dataset.

3.7
  • Very Negative
  • Negative
  • Neutral
  • Positive
  • Very Positive
Interview Difficulty (99%)

The Interview Difficulty is a score ranging from very difficult (red) to very easy (green) generated based on the Interview Insights at this company.

The number you see in the middle of the doughnut pie chart is the simple average of these scores. The higher the number, the more difficult the interviews on average. If you hover over the various sections of the doughnut, you will see the % breakdown of each score given.

The percentile score in the title is calculated across the entire Company Database and uses an adjusted score based on Bayesian Estimates (to account for companies that have few interview insights). Simply put, as a company gets more insights, the confidence of a "true score" increases so it is pulled closer to its simple average and away from the average of the entire data set.

3.5
  • Very Easy
  • Easy
  • Average
  • Difficult
  • Very Difficult
% Interns - FT Offers (66%)

The % of Interns Getting a Full Time Offer chart is meant to provide a realistic estimate of the hiring practices of the company based on the reviews at this company.

The number you see in the middle of the doughnut pie chart is the simple average of these scores. If you hover over the various sections of the doughnut, you will see the % breakdown of each score given.

The percentile score in the title is calculated across the entire Company Database and uses an adjusted score based on Bayesian Estimates (to account for companies that have few reviews). Simply put, as a company gets more reviews, the confidence of a "true score" increases so it is pulled closer to the simple company average and away from the average of the entire data set.

41%
  • 0%
  • 10%
  • 20%
  • 30%
  • 40%
  • 50%
  • 60%
  • 70%
  • 80%
  • 90%
  • 100%

Interviews at AQR Capital Management

Filter by:
Year
Job Title
Group/Division
Location
Experience
Difficulty
Intern
Year 2022
Job Title Intern
Group/Division Trading
Location Town of Greenwich
Experience
Positive
Difficulty
Average
Intern
Year 2022
Job Title Intern
Group/Division Quantitative Research
Location Greenwich
Experience
Neutral
Difficulty
Very Difficult
Intern
Year 2022
Job Title Intern
Group/Division Investments
Location Greenwich
Experience
Very Positive
Difficulty
Difficult
Summer Associate Intern
Year 2021
Job Title Summer Associate Intern
Group/Division Investment Research
Location Greenwich
Experience
Very Positive
Difficulty
Average
Intern
Year 2021
Job Title Intern
Group/Division Business Development
Location New York
Experience
Neutral
Difficulty
Easy
Student / Prospective Monkey
Year 2021
Job Title Student / Prospective Monkey
Group/Division Quantitative Research
Location Greenwich
Experience
Positive
Difficulty
Average
1st Year Analyst
Year 2021
Job Title 1st Year Analyst
Group/Division Investment Research
Location New York
Experience
Neutral
Difficulty
Difficult
Other
Year 2020
Job Title Other
Group/Division Credit Risk
Location New York
Experience
Positive
Difficulty
Easy
Intern
Year 2020
Job Title Intern
Group/Division Investment Research
Location Greenwhich
Experience
Negative
Difficulty
Very Difficult
Intern
Year 2020
Job Title Intern
Group/Division Generalist
Location Greenwich
Experience
Positive
Difficulty
Easy

Interview Questions & Answers - AQR Capital Management Examples

Research intern Interview - Trading

Anonymous interview candidate in Town of Greenwich
Interviewed: December 2022
Outcome
No Offer
Interview Source
College / University / On Campus Recruiting
Length of Process
Less than 1 month
Application
Phone Interview
Group Interview
Interview
Overall interview included first phone screen with associate, then a final round with team on technical skills including python and mathematics /probability.
Interview Questions
Derive the mle for some given distribution. Explain linear regression intuitively and derive the ols estimate.

Portfolio Implementation Intern Interview - Quantitative Research

Anonymous interview candidate in Greenwich
Interviewed: October 2022
Outcome
No Offer
Interview Source
Other
Length of Process
1-2 months
Application
1 on 1 Interview
Skills Test
IQ / Intelligence Test
Interview
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.
Interview Questions
Specific statistics questions on financial concepts. daily vs monthly return, VAR, more that i don't remember, what are the different sorting methods of an Array

Internship Interview - Investments

Anonymous employee in Greenwich
Interviewed: October 2022
Outcome
Accepted Offer
Interview Source
College / University / On Campus Recruiting
Length of Process
Less than 1 month
Application
1 on 1 Interview
Interview
The first round is behavioral then superday was with five members of the team. both behavioral and technical questions
Interview Questions
they asked about how to fix ols assumptions

Portfolio Implementation Interview - Investment Research

Anonymous employee in Greenwich
Interviewed: October 2021
Outcome
Accepted Offer
Interview Source
Applied Online
Length of Process
Less than 1 month
Application
1 on 1 Interview
Interview
One on one interview with team member followed by super day consisting of 6 45-minute interviews. Heavy on data science skills.
Interview Questions
Discussion on credit spreads on fixed income products and duration. Lasso, PCA, random forest & ridge regression algorithms.

Business Development Intern Interview - Business Development

Anonymous interview candidate in New York
Interviewed: October 2021
Outcome
No Offer
Interview Source
College / University / On Campus Recruiting
Length of Process
1-2 months
Application
1 on 1 Interview
Interview
Applied online through campus recruiting. Got to first round of interviews. Heard back about two weeks later
Interview Questions
None. The interview was very conversational

Analyst Interview - Quantitative Research

Anonymous employee in Greenwich
Interviewed: September 2021
Outcome
Accepted Offer
Interview Source
Applied Online
Length of Process
Less than 1 month
Application
Phone Interview
1 on 1 Interview
Skills Test
Personality Test
Interview
Introductory phone call. Followed by technical interviews testing math/stats/programming. Followed by some behavioral and fit interviews.
Interview Questions
Questions about merger arbitrage strategies. Hedging. Python programming. Data analysis and regression.

Portfolio Implementation Analyst Interview - Investment Research

Anonymous interview candidate in New York
Interviewed: August 2021
Outcome
No Offer
Interview Source
Applied Online
Length of Process
Less than 1 month
Application
Phone Interview
Interview
First round, phone call with HR, asking questions about resume, why interested AQR, why this position.
Second round, phone call with MD. LOTS of questions about the details of your projects. Pure technical.
Third round, superday. I didn't make it.
Interview Questions
Explain to me the construction of certain factors. Why do you choose the method and how to optimize it.

Business Dev Analyst Interview - Credit Risk

Anonymous interview candidate in New York
Interviewed: February 2020
Outcome
No Offer
Interview Source
Applied Online
Length of Process
1-2 months
Application
Phone Interview
1 on 1 Interview
Interview
It was fairly simple you talk to HR first and then you talk to multiple mid-level people in the group for an hour each before advancing to a senior member in the group.
Interview Questions
They don't really ask any difficult questions besides why do you want to work here.

Intern Interview - Investment Research

Anonymous interview candidate in Greenwhich
Interviewed: September 2020
Outcome
No Offer
Interview Source
College / University / On Campus Recruiting
Length of Process
Less than 1 month
Application
Phone Interview
Interview
First round interview on research team. Went through my resume and research projects and asked me questions on the risks associated with alpha strategies and how they can minimized
Interview Questions
Asked about the risks of alpha strategies and how you can minimize them. I do not have a finance background so I no idea

Business Development Interview - Generalist

Anonymous interview candidate in Greenwich
Interviewed: September 2020
Outcome
No Offer
Interview Source
College / University / On Campus Recruiting
Length of Process
Less than 1 month
Application
1 on 1 Interview
Other
Interview
The interview process was straightforward. Applied through OCR and received a 1st round interview for business development. The overall interview was very conversational that was structured around my past experience rather than technical questions.
Interview Questions
Nothing was really difficult or unexpected. It was more about why AQR and why business development rather than any technical questions asked. They additionally spent a lot of time asking about what I did this summer.