Acudí a una entrevista en AQR Capital Management (Greenwich, CT)
Entrevista
oa was pretty simple but had some weird/incorrect questions. after, first round has some stats grilling on regression & reg assumptions, testing hypothesis, and stuff like that. In this part, you also do an exploratory data analysis with the interviewer
had a first round interview with a researcher. interview was about 45 mins in length. first resume walk through. interviewer mostly asked questions related to probability, statistics, machine learning (regressions), portfolio optimization