Davidson Kempner Capital Management Interview Questions
& Process

It was a multi-stage interview process with senior managers and HR. I had virtual interviews that included a caliper assessment. The first interview was mostly a chat. They had 2 interviews in one hour. Then after 2 weeks, they called me for an HR interview.

This can be a really long hiring process, so if you need a job right away, it might not be the best fit. I've heard it can go for more than 7 rounds. I personally didn't find it super hard, but it definitely took longer than I expected. They also give you a Caliper test, so don't try to cheat, or they won't hire you. Doing well on that test is pretty important.

The interview process started with a chat with the structuring team and then immediately with a quant analyst on their team. After that, I was given a task to complete over the weekend. It was a lot of work, honestly a bit unreasonable, and I think they could have simplified it while still gauging my skills. The task involved using Python to model a mortgage portfolio, including payment data for about 80 million rows. After submitting the analysis and a presentation, I heard nothing back for two weeks, and then they just told me they hired someone internally. Seems like they're fine with wasting people's time.

It was a multi-stage interview process. It started with a challenging Python test which acted as a filter. After that, I interviewed with the hiring manager and then with other associates. In total, there were about 5 interview rounds. During the interviews, they asked technical questions about financial analysis and my Python skills.