
D. E. Shaw & Co. - Investment Firm Quantitative Analyst Interview Questions
& Process
Real candidates share what happened, how many rounds they had,
and how the experience turned out.
Based on 38 interview experiences · FREE TO READ
Candidate interview experiences
First-hand accounts from people who interviewed at D. E. Shaw & Co. - Investment Firm.
Quantitative Analyst
So I applied around mid-October and things took about two months. About two weeks after applying, I had a phone interview. The week after that, I got invited for an on-site. The on-site involved a lot of background checks, which dragged on for over a month. Once all those checks were done, I got the offer. The phone interview was pretty chill, about 45 minutes, just one interviewer. We talked probability, stats, and algorithms. They seemed to like me and invited me for the on-site right away. The on-site was intense: five one-hour interviews back-to-back with the quant team, three in the morning and two after lunch. There was also a casual lunch with another team member, which was nice. They were all super smart and really friendly. A big part was discussing my research in detail, so be ready for that. Also got some brainteasers covering algorithms, pricing models, stats, and estimations. It was split pretty evenly between talking about my background and doing these puzzles. At the end of the on-site, they asked for references (4 contacts), some code samples I was proud of (around 500 lines), and writing samples like a paper. Then came the background checks, which took ages, like a whole month. They were really good about keeping me updated though, calling me weekly to let me know the status and get more info for the checks. They even asked about details of other offers I had.
- Can you estimate whether there are more stars in our galaxy or more grains of sand that would fit into a 5-gallon bucket, and how would you justify your assumptions to someone unfamiliar with the topic?
- Questions about probability and statistics
- Questions about algorithms
Quantitative Analyst
Had a phone interview first. Didn't love the interviewer, seemed arrogant and bragged about being smart. Seemed to enjoy it when I struggled with a question and sad when I got it right. They quickly invited me for an onsite interview. The in-person interview was much better, people were nice and helpful, and it was very organized. I answered all questions with minimal or no help. Felt pretty confident. The questions were about average difficulty. Got rejected the next day. They said I wasn't a good fit. I know it's d.e. shaw and they're picky, but I'm not sure what went wrong. Maybe it's because I don't look like a nerd. Or maybe they're just looking around.
- What's your motivation for applying to this company?
Quantitative Researcher
Had a phone interview first, and then went for a full day on-site. I spoke with about 5 or 6 different people. Everyone was nice. It was very academic in nature. They asked some brain teasers and probability questions. There were also some hypothetical questions like "here's a data set, what would you do?"
- What is the limiting distribution for the number of elements chosen when each element is selected independently from a set of n elements?
D. E. Shaw & Co. - Investment Firm Quantitative Analyst Interview Questions
Quoted word for word from D. E. Shaw & Co. - Investment Firm interview reports.
“Which theorem is used to describe the probabilities of rare events when the number of coin flips approaches infinity?”
Read reports →“What is the limiting distribution for the number of elements chosen when each element is selected independently from a set of n elements?”
Read reports →“Given two Gaussian variables X_1 and X_2 with means m_1, m_2 and variances v_1, v_2, if X_1 + X_2 = n, what is the expected value of X_2?”
Read reports →“What is the probability that three points picked at random on a circle will fall within a semicircle?”
Read reports →“For what value of 'a' is the matrix A, where all off-diagonal entries are 'a' and all diagonal entries are 1, positive definite?”
Read report →“Regarding flipping a fair coin 1000 times, what's the probability that heads will appear more than 550 times?”
Read report →“Given a fair coin tossed one million times, with X representing the number of heads, estimate P(X > 502,000).”
Read report →“What is the minimum number of coin flips required to identify a coin that is biased at 51%?”
Read report →“What is the expected time for a frog to visit all n lily pads on a unit circle, starting from one pad at time 0 and jumping left or right with equal probability each minute?”
Read report →Formats, difficulty and experience
Across all 38 D. E. Shaw & Co. - Investment Firm interview reports.