Ho presentato la mia candidatura online. Ho sostenuto un colloquio presso State Street nel mese di lug 2015
Colloquio
The Risk Analytics Team is looking for candidates to build quantitative models. The role contains about 50% of model building using Matlab, 50% of documentation and monitor. Also you have to optimize your model so that it pass the Stress Test.
The guy who interviewed me was very helpful. It is an one hour phone interview. No behavior question! First 20 minutes, he talked about what the team do and gave two examples of the products they are using. After that, he looked through my resume, asked me about Matlab, Time Series, Statistics, PDE, Stochastic Calculus and Probability question.
Although I did not perform well(I would not expect this interview to be such technical), he helped me, gave me hint so that I could answered all the question. Not like the interviews that I did before, if you don't know the answer, you could hear the disappointment from the other side of the phone. This guy is really nice and helped me to refresh the knowledge.
Domande di colloquio [1]
Domanda 1
1. How to find rows that contains missing values for a matrix using matlab?
2. How to calculate simple moving average with moving window n for a vector X (for example, 100*1) using matlab (cannot use any build in function such as tsmovavg)?
3. Are you familiar with different optimization function in Matlab?
4. Are you familiar with GARCH model, why use ARCH/GARCH model? What kind of stochastic process you have learned? Do you use any numerical methods to solve PDE?
5. You have a coin, you don't know whether it is a fair coin or a biased one. The probability to get a head follows a uniform distribution with (0,1). Given the first toss is a head, what is the probability that the second toss is also a head?
Ho presentato la mia candidatura online. La procedura ha richiesto 2 mesi. Ho sostenuto un colloquio presso State Street nel mese di feb 2025
Colloquio
Had an interview with 4 team members. Two rounds total.
Asked regarding my experience and then technical questions. Technical questions range from coding, statistics, and machine learning. Finally, a few financial knowledge questions.
Ho presentato la mia candidatura online. La procedura ha richiesto una settimana. Ho sostenuto un colloquio presso State Street (Boston, MA) nel mese di nov 2022
Colloquio
After I submitted my application via LinkedIn, I got the interview after one week. The interviewer went through the resume and then asked questions mainly about derivatives. The whole process was efficient.
Ho presentato la mia candidatura online. La procedura ha richiesto una settimana. Ho sostenuto un colloquio presso State Street (Boston, MA) nel mese di nov 2022
Colloquio
Two 30-minute Zoom meetings. The first included a few technical questions, and the second was more about personality. I passed all the process and moved forward to an offer, but suddenly HR decided to stop the process because of the immigration thing
