Investment strategy analyst Interview Questions

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Goldman Sachs
Summer Internship - Quantitative Investment Strategies was asked...10 April 2012

Suppose that you have a fair coin. You start with $0. You win 1$ each time you get a head and loose $1 each time you get tails. Calculate the probability of getting $2 without getting below $0 at any time.

6 Answers

1/3

1/3 Because if he requires 2 heads = $2, then it means he require HH out of {HH,HT ,TH,TT} We cannot consider TT because it would turn to zero. Therefore, he has 1 chance out of 3. Hence 1/3. Less

Marchov chain with 2 and -1 absorbing OR geometric series 1/4^n from 1 to inf=1/3 Less

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Goldman Sachs

Please detail the different inputs of the Black-Litterman model.

1 Answers

Market view is given by the asset allocations within the market benchmark. Performance of certain assets can be incorporated to incorporate the investor's view in the resulting asset allocations. Less

Goldman Sachs

- First questions were on my Master's Thesis subject (The use of Fourier Transform to price options) - Rank the following underlyings by order of volatility: EUR/USD, GSCI, SX5E, Bond - Describe the patterns of the probability distribution functions of the returns for each of the above underlyings. -Some questions on the Greeks - Central Limit Theorem - I flip a coin 100 times, what is the probability of having 60 heads?

1 Answers

((1/2) ^ 100 ) * ( 100! / ( 60! * 40 ! ) )

AIG

Describe a time you made a mistake and you had to admit to it? Describe a time you tried your hardest but still failed? Why AIG? Can you name a time and there was a conflict in a group setting and how it was handled? Walk me through your resume/tell me about yourself?

1 Answers

Answer them all in the STAR method.

Xaxis

How would you go about creating a media plan for [advertiser X] to reach [demographic Y] that has exhibited [Z browsing/purchasing behavior]?

1 Answers

It's more about your thought process, the types of investigating questions you ask, and how you approach the task rather than giving a 100% correct answer Less

J.P. Morgan

how will you write an editing software? it should allow users to insert and delete characters in O(1) time complexity.

1 Answers

linked list

Goldman Sachs

Tell me a little bit about yourself.

1 Answers

p = 0.5(0.5+0.5p)

BlackRock

Why BlackRock?

1 Answers

What skills and background do you have that make you qualified for the job?

The Mark Travel Corporation

Do you have any experience in the travel industry?

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