Mastering Goldman Sachs' Challenging Quantitative Analyst Interviews: Insights & Strategies

goldmansachs | | Interview Experience

Interview Date: Not specified
Result: Not specified
Difficulty: Not specified

Interview Process

The interview process consisted of three rounds. The first two rounds focused on probability and expected values, while the third round delved into finance-related concepts.

Technical Questions

Round 1:

  1. What is the expected value of seeing all faces of a fair 12-sided die?
  2. Given a 10-sided die and a 6-sided die, if a number is guessed which is the sum of the two dice, what is the expected gain if the guess is correct?
  3. Given 101 numbers, can we guarantee that there is at least one subset whose sum is divisible by 11?

Round 2:

  1. For a fair 6-sided die, if the number rolled is the profit and you can choose to re-roll up to three times, what is the expected gain?
  2. Using the rules from the previous question, if there is a cost of $1 for each toss, what is the expected gain?
  3. Implement the previous scenario in Python.

Round 3:

  1. Given credit card, car loan, mortgage, and bond, rank them by interest rate from highest to lowest and explain the reasoning.
  2. Under what circumstances would one consider prepayment? What is the relationship with interest rates?
  3. Discuss duration. What is duration? How does expiration affect duration? If not a zero-coupon bond, how do coupon size and frequency affect duration?
  4. What is the relationship direction between the price of fixed income products and interest rates?

Tips & Insights

Be prepared to explain your reasoning clearly for each question, especially in finance-related topics. Understanding the underlying concepts is crucial for success in the interview.