AQR Capital Management Associate interviews, decoded.

It was a pretty long interview process, with about 6 rounds in total. The questions asked were generally technical in nature. Some of the specific areas covered included SQL, Excel, and Python. They also asked about regression, correlation, DV01, CS01, and Option Greeks.

I had a phone interview with the hiring manager. They asked me to talk about my experience and current role. It felt like they thought AQR's complexity and sophistication were beyond my experience. They were clearly looking for someone who worked at a similarly large firm and dealt with a similar number of clients and portfolios.

The interview process was very straightforward. They reviewed my resume and asked me to explain my past work. The interviewer then discussed their own research area, which is in Fund of Fund. Unfortunately, I didn't make it to a second round.