I applied through other source. I interviewed at Quantlab
Interview
It was an interview in a physics conference in March 2017.
Before the interview. I submitted my resume prior the conference and was informed to have an one-on-one interview with a quantitative research scientist. The HR was nice and helpful. I was told that I would be fine without financial knowledge and they valuated the analytical skills of physicists.
Interview: the quantitative research scientist that was a physicist (South Asian, maybe) started with asking a coupling questions like "what is your research". But I already felt something bad, because he was always looking around when I was answering. Then he started to flip his notebook and pick questions from it. And the questions were what shown below. I don't know how many physics new grads have studied decision theory and risk analysis. In any case I said that I heard about these and explained what they were although I did not study them. Again, his head was like a pendulum turning left and right. By the moment I knew I was done. This guy likely did not want to give me a chance from the beginning.
Interview questions [1]
Question 1
Decision theory, risk analysis, Time series, and technical questions.
Why transit from academy to industry?
I applied through an employee referral. I interviewed at Quantlab
Interview
The interview consisted of an initial 2 hour test based mostly on probability and statistics with one coding question for a given problem. This was done by yourself without any questions or clarifications.
Afterwards, I was interviewed by a team based of my resume and past work experience.
I applied through an employee referral. The process took 5 weeks. I interviewed at Quantlab (Boston, MA) in Mar 2017
Interview
Got a phone interview and coding exercise for another position in quantlab first, however the position is filled and the interviewer referred me to this position.
First it was a phone screen, followed by one-hour written test, covering basics of calculus, ODE, linear algebra, probability and programming. After that I was given a programming exercise which can be done in a week. Then first round onsite in Boston, however, didn't make this round.
Most questions asked during onsite are still focused on basics of math and c++, for this particular role I was told that it'll be doing coding only and no math, but the interview questions covers areas including statistics and SDE, which caught me off-guard. It is also important to know the fundamentals of c++ well, which is the major reason I didn't pass.
The overall process is well organized and efficient. HR and interviewers are very nice. Got $100 amazon gift card for the programming exercise, the trip to Boston is also nice.
