Series of technical interviews, first quantitative test, then coding challenge of five questions, then interview, then a data/Machine learning algorithms take home project, forecasting and predicting price, where Sharpe ratios are calculated
Interview questions [1]
Question 1
conditional probability questions and data forecasting
I applied through a staffing agency. I interviewed at Balyasny Asset Management
Interview
First round with hiring manager, asked questions about your projects on resume, how to find alpha signal in your current work, what contribution can you make to the team, then asked questions on linear regression like p-value
It was a first round interview with a PM building a team. It was a basic/usual interview in Quant Finance: description of past projects and discussion about it and then some technical questions (code, finance,proba)
I interviewed at Balyasny Asset Management (New York, NY)
Interview
I had a one hour interview with two technical questions. Also Has some chat on the past experience. The interviewer was very friendly. Didn't get the offer at the end.
