AQR Interview

I have a first round interview for AQR in a few days and am wondering what the interview is like and what types of questions they typically ask (statistics, fixed income, derivatives, mathematics?) Examples of questions would also be greatly appreciated!

7 Comments
 

They are really keen on learning about your mathematical/statistical background. Be prepared to discuss a couple examples of your any accomplishments/work in this area.

 

I think the first round is just to gauge whether your actually fit for a quant role. Try to assess why and whether you want to do this: why quant? why AQR? probably varies depending on the interviewer though. try to make the talk interesting so the interviewer isn't too bored.

 

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