I applied through a recruiter. The process took 3 months. I interviewed at GSA Capital (London, England) in Jul 2017
Interview
I applied to their London office from another city. First I had 3 phone interviews 1 hour each. Further they gave a programing exercise on asset return forecasting, I spent 2 days on doing it. Then I went to London 2 times for a full day of interviews. So there were 15 interviews and 1 programming exercise in total. The first phone interview was very technical and mostly consisted of small maths problems on calculus, linear algebra, probability theory and statistics, and also some basic questions on finance. All the other interviews followed a similar : first they asked me to tell about my previous exprerience, about my phd research, and then asked maths problems on linear algebra, probability, machine learning, optimization. There were also questions about Python and algorithms. Some finance related questions, e.g. on factor models, trading strategies backtesting, common facts about market microstructure (volume, spread, volatility behaviour during a trading day). All interviewers were very competent and friendly. The best interview experience that I've had so far.
Interview questions [4]
Question 1
How would you detect outliers in a series of asset returns?
One on One interview with a research team manager. He probes probability questions. Mostly conditional. Atmosphere quite relaxed. It was great fun. Id do it again. Every time it was cool.
I applied online. The process took 2 weeks. I interviewed at GSA Capital (London, England) in Apr 2026
Interview
Did an online assessment, it consisted of mix of probability braintreasers,logical puzzles, machine learning, linear algebra and programming ( mostly sorts and data structures) questions . Was not invited to the next round
I applied online. I interviewed at GSA Capital (London, England) in Dec 2025
Interview
Received Hackerrank OA for first screening. 40 minutes for 25 questions in many topics. Either "multiple choice" or "insert numerical answer" types of questions. The time allocation is very punishing, and I did not make it past their filter.
Interview questions [1]
Question 1
Basic probability (conditional; Bayes theorem; correlation; expected value of order statistics; IID sequences), statistics (linear regression, think how beta varies under changes in the data), brainteasers (inference for ordered information; e.g. five people arrive to a place, incomplete information on arrival times and order, which option is necessarily true (or false)), speed of algorithms and data structure data access (sort, indexing; how fast does a structure access data), linear algebra (matrices, matrix operations; determinants and their properties), zeroes or maximums of curves under domain constraints (also in higher dimensions), mathematical series (where does a given Taylor series converge).