A comprehensive online assessment including many math and finance problems. The problems include linear algebra, eigenvalues, probability, futures pricing and many others. Nothing is very difficult but it definitely requires a good memory of everything.
I applied online. I interviewed at Goldman Sachs (Dallas, TX)
Interview
Overall good, math and coding heavy. Some greenbook and leetcode medium questions asked along the way. Mostly probability questions and math brainteaser. One classic is the drunk man problem, and another one is a game optimization problem. Started with some background question as well.
Technical questions. Programming questions. Typical quant type tests, brainteasers, statistical questions, the greeks, black Scholes. etc The whole process is around half an hour. Interviewed by the department D and MD. Other questions include logical questions.
