General Interview Information
Length of Process
Found email on the website and wrote cold . Got a response from a recruiter pretty quickly.
First round was 1 week take-home: machine learning exercise to predict return based on a couple of features.
Difficult and noisy problem, I guess they are looking for something creative here rather than standard techniques.
Then several interviews. The approach is non-stantard, every interviewer asks what he wants.
There was some discussion in regard of expected values/variances, a simple coding problem, some brainteasers.
Mostly though it was an open-ended discussion around a trading problem.
Then got a call with a portfolio manager. Again an open-ended discussion.
Waited for a couple of months for a decision, was not selected.
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