Summer Associate
Status
Summer Associate Intern at
Group/Division/Type
Trading
City
New York
Interviewed
2014
Overall experience
Difficulty
General Interview Information
Outcome
Accepted Offer
Interview Source
Employee Referral
Length of Process
Less than 1 month
Interview Details
What did the interview consist of?
Phone Interview
1 on 1 Interview
Please describe the interview / hiring process.
The phone interview is pretty standard and consists of several probability/statistics questions. For example, the Kolmogorov-Smirnov test; conditional distribution of a Brownian motion at 2 given the value at 1, etc. The on-site consists of 4 1-on-1 interviews. The first one is about coding ability, how to implement a doubly-linked list; the second one is purely modeling, on how to build a reasonable model for an order book. The third one is on time series analysis, ARMA, GARCH, etc. The fourth one with the boss is behavioral.
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