The process took 3 weeks. I interviewed at Aspect Capital in May 2020
Interview
Starting with a written take-at-home test with 4 technical questions, round 1 1hr technical with researcher, round 2 1hr technical with 2 researchers, round 3 1h technical with researcher and 1h with HR.
Interview questions [1]
Question 1
through all the interviews: deriving simple regressions and bias/variance of estimates, Correlations & Portfolio questions, 2 brain teasers, coding question (quicksort type solution), theoretical discussion on futures and options why/when/how do some phenomena occur (eg backward action in futures).
One interview was technical and involved various different problems and discussions of models and the other was CV based involved going through past experience etc as well as checking basic financial numeracy.
