I applied online. The process took 2 weeks. I interviewed at Bloomberg (New York, NY) in Mar 2016
Interview
Total 45 min interview.
Basically asked about skill set, very technical.
Start with walking through the resume,
then asked my coding python experience, basic questions about data structure.
Some basic questions about stochastic differential relation using Ito.
Wanted me to answer specifics of Monte Carlo calculation, PCA and many linear algebra related questions.
Interview questions [1]
Question 1
what is hash table? dictionary?
describe what PCA is.
I applied online. The process took 3 weeks. I interviewed at Bloomberg (New York, NY)
Interview
There are two rounds of phone interviews on the first two weeks asking some probability and stochastic calculus and one round onsite interview for four hours, meeting people from the team and the team leader,
Interview questions [1]
Question 1
Most likely the stochastic question, Brownian motion, quadratic variation process, exponential martingale, semi martingale, compensator for semi martingale and some SDE.
I applied online. The process took 1 day. I interviewed at Bloomberg (New York, NY) in May 2009
Interview
I had interview with two quants in the different groups of BB. We went through the questions about my background, previous experience, C programming and mathematics. One of the interviewers asked me to write down the solution of a binary search problem in C and read it out, which surprised me because usually you can find the answer directly from a C textbook. Both of them are very nice because the signal of my cell was extremely bad that day, and I had to pardon them to repeat for many times.
Interview questions [1]
Question 1
write down a function to search for a number in given sorted array