AQR Capital Management Interview Questions | Glassdoor.co.uk

AQR Capital Management Interview Questions

Interviews at AQR Capital Management

110 Interview Reviews

Experience

Experience
34%
31%
35%

Getting an Interview

Getting an Interview
37%
33%
18%
6
4
2

Difficulty

3.2
Average

Difficulty

Hard
Average
Easy
  1.  

    Associate Director Interview

    Anonymous Interview Candidate
    No Offer
    Neutral Experience
    Difficult Interview

    Interview

    Phone interview with hiring manager. I was asked to describe my experience and current role. Based on my conversation, the feeling that I got was that they felt the complexity and sophistication of AQR was outside the scope of my experience. In this particular case, it was clear that they were looking for someone with experience at a similarly large firm and familiar dealing with similarly large number of clients and portfolios.

    Interview Questions

    • Describe your experience and role at your current company.   Answer Question

  2.  

    Quantitative Researcher Interview

    Anonymous Interview Candidate in New York, NY (US)
    No Offer
    Neutral Experience
    Average Interview

    Application

    I applied online. I interviewed at AQR Capital Management (New York, NY (US)).

    Interview

    Two-week process, met with a researcher and discussed the role with some simple modeling and math questions mainly about machine learning and linear regression. (Describe stochastic gradient descent, analyze this regression model)

    Interview Questions

    • Walk me through stochastic gradient descent
      How would I optimize a linear regression
      Give me two ways to minimize ML model error   Answer Question
  3.  

    Risk Management Intern Interview

    Anonymous Interview Candidate in New York, NY (US)
    No Offer
    Neutral Experience
    Difficult Interview

    Application

    I applied online. I interviewed at AQR Capital Management (New York, NY (US)).

    Interview

    The interview was half behavioral and half brain teasers / technical questions. The brain teasers were fairly difficult, but definitely manageable if you are good at thinking on the spot and coming up with creative solutions.

    Interview Questions


  4.  

    Accepted Offer
    Positive Experience
    Average Interview

    Interview

    Applied through handshake and on their website, was invited to on-campus interview, then onsite consisting of ~6 rounds of behavioral/technical interviews. Overall positive experience and very friendly and I liked the whole experience. I received the offer the next week.

    Interview Questions

    • Basic probability questions, finance theory because I had taken related courses.   Answer Question

  5.  

    Investment Banking Summer Analyst Interview

    Anonymous Interview Candidate
    No Offer
    Neutral Experience
    Difficult Interview

    Application

    I applied online. I interviewed at AQR Capital Management.

    Interview

    Super day all day very nice set up and overnight stay. There were at least 6 interviews and lunch with current interns. People were very nice and professional. I had not taken a key math course and realized that fall that had I taken it I would have known all the answers (I took it the semester after the interview).

    Interview Questions


  6.  

    Business Development Internship Interview

    Anonymous Interview Candidate in Greenwich, CT (US)
    No Offer
    Negative Experience
    Easy Interview

    Application

    I applied through college or university. I interviewed at AQR Capital Management (Greenwich, CT (US)) in October 2020.

    Interview

    First round: 30 minute virtual interview w/ one employee within BD. Talked mainly about resume and the company.
    Second/Final round: superday consisting of 6 virtual interviews with different people within BD department. Talked about company, resume, some conceptual/analytical questions, some finance questions, etc.

    Interview Questions


  7. Helpful (2)  

    BD Analyst Interview

    Anonymous Interview Candidate
    No Offer
    Positive Experience
    Difficult Interview

    Interview

    interviewed on campus first, first interview is just general questions from resume, why AQR assessing fit, Superday is at the office, 6 interviews and 2 assessments; talk with people of various management levels + lunch with 2 analysts

    Interview Questions

  8.  

    Research Analyst Interview

    Anonymous Interview Candidate in Greenwich, CT (US)
    No Offer
    Positive Experience
    Difficult Interview

    Application

    I applied online. The process took 2 weeks. I interviewed at AQR Capital Management (Greenwich, CT (US)) in January 2020.

    Interview

    First round 30 minute video screen covering behaviorals and technicals, and full-day interview onsite doing basically the same. Full-day interview had 30-45 minute interview slots with people across teams and seniorities

    Interview Questions


  9.  

    PSG Interview

    Anonymous Interview Candidate in Greenwich, CT (US)
    No Offer
    Positive Experience
    Difficult Interview

    Application

    I applied through college or university. The process took 4 weeks. I interviewed at AQR Capital Management (Greenwich, CT (US)).

    Interview

    3-4 interviews by senior members + editing of a presentation + lunch with two young associates + reflection. Was not super quantitative, catered to resume with a little back and forth on more quantitative topics.

    Interview Questions


  10.  

    Portfolio Implementation Researcher Interview

    Anonymous Interview Candidate
    No Offer
    Neutral Experience
    Difficult Interview

    Interview

    The team leader went thru my resume and dig really deep to ask details of my projects. Since I worked as desk quant at an option trading hedge fund, I was asked what's the value of delta of ATM call. The answer was 0.55 and he asked why its not exactly 0.5.

    Interview Questions

    • The interview was about 1 hr. Technical Questions: Go thru your resume. Could you explain what's stress test? Could you explain greeks of options? How did you hedge a basket of single options? What's the ATM call delta and why? How does the delta change if stock price increases? Behavioral Questions: Describe your ideal work. Are you a more coding person or people person? What's the project you most proud of and describe? What's your ideal work hours? Why this company? Why do you think you are a good fit?   Answer Question

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