
GSA Capital Quantitative Analyst Interview Questions
& Process
Real candidates share what happened, how many rounds they had,
and how the experience turned out.
Based on 44 interview experiences · FREE TO READ
Candidate interview experiences
First-hand accounts from people who interviewed at GSA Capital.
Quantitative Analyst
They had a technical interview focused on experience, trading, math, machine learning, and statistics, then another one just like it. After that, there was a take-home assignment involving a prediction task in Python. It was a challenging but engaging process, and I really enjoyed their approach to interviewing. Overall, a great experience.
- Tell me about your experience.
- Can you discuss your experience with trading?
- What is your understanding of mathematics relevant to this role?
Quantitative Researcher
I got an online assessment. The questions weren't too hard, but there was a time crunch - 25 questions in an hour. I got rejected after the assessment. Some questions had really long text but were simple problems, others needed specific knowledge. I didn't feel the assessment really filtered for quant research candidates well.
- There are red, green, and blue beads. Green beads are twice as many as blue. Red beads are 7 more than half the combined green and blue beads. If there are no more than 50 beads total, what's the max number of blue beads possible, rounding down any non-integer bead counts?
- In a box, there are 96 type A molecules, 152 type B, and 141 type C. Each minute, molecules either change type or disappear. What's the minimum number of molecules that can be in the box?
- Three kids play a marble game with four jars, each having marbles of six colors. A turn involves drawing one marble from each jar, aiming for four of the same color. Marbles are returned. Child 1 draws 2 green, 1 blue, 1 red. Child 2 draws 3 red, 1 yellow. Child 3 draws 4 blue and wins. If child 3 played M times as many rounds as child 2, and child 2 played N times as many rounds as child 1, compute M+N.
Quantitative Researcher
Talked to a leader there. The questions were all about math derivations, like linear algebra. Also asked about my past experience and projects. It was different from other places because they still asked math questions even for experienced quants.
- What issue arises when calculating the covariance matrix for 500 stocks using 250 days of historical data?
GSA Capital Quantitative Analyst Interview Questions
Quoted word for word from GSA Capital interview reports.
“Given N data points, p_n predictors, and coefficients X_1...m, what is the R-squared value after running a linear regression when each data point is duplicated?”
Read reports →“Given a fair coin flipped 100 times, what's the probability of getting more than 60 heads?”
Read reports →“What is the volume of the tetrahedron defined by these four 3D coordinates?”
Read reports →“How does beta change in linear regression based on data variations?”
Read reports →“Find the zeroes or maximums of curves under domain constraints, potentially in higher dimensions.”
Read report →“There are red, green, and blue beads. Green beads are twice as many as blue. Red beads are 7 more than half the combined green and blue beads. If there are no more than 50 beads total, what's the max number of blue beads possible, rounding down any non-integer bead counts?”
Read report →“Given incomplete arrival time information for five people, what can be necessarily inferred about their arrival order?”
Read report →“In a box, there are 96 type A molecules, 152 type B, and 141 type C. Each minute, molecules either change type or disappear. What's the minimum number of molecules that can be in the box?”
Read report →“Given independent normal random variables X and Y (mean 0, variance 1), find the integer closest to 20p, where p is the probability that 3X+4Y > 5.”
Read report →Formats, difficulty and experience
Across all 44 GSA Capital interview reports.