State Street Quantitative Analyst Interview Questions
& Process
Real candidates share what happened, how many rounds they had,
and how the experience turned out.
Based on 23 interview experiences · FREE TO READ
Candidate interview experiences
First-hand accounts from people who interviewed at State Street.
State Street
Quantitative Analyst
Mid Average Neutral experience No offer 2 rounds
Interview process
Technical screen Technical screen
Interview formats
Technical Coding Technical
I talked with 4 people who are on the team. We had 2 rounds of interviews. First, they asked me about my background and past experiences. Then, they hit me with technical questions covering coding, stats, and ML. Lastly, I had to answer some questions about finance.
Confirmed questions1 question
- Regarding your programming experience, have you utilized R?
State Street
Quantitative Analyst
Mid Difficult Positive experience No offer 1 round
Interview process
Recruiter call Phone screen
Interview formats
Technical Coding
This quantitative analyst role on the Risk Analytics Team focuses on building quantitative models, involving about 50% model building in Matlab and 50% documentation and monitoring. You'll also need to optimize models to pass stress tests. The interview was a one-hour phone call with a helpful interviewer. The first 20 minutes covered the team's work and product examples. Then, my resume was reviewed, followed by technical questions on Matlab, Time Series, Statistics, PDE, Stochastic Calculus, and Probability. Despite my performance not being ideal, the interviewer provided hints, which helped me answer everything. It was a nice change from previous interviews where a lack of knowledge was met with disappointment.
Confirmed questions7 questions
- In Matlab, how would you identify rows containing missing values within a matrix?
- Can you explain how to compute a simple moving average for a vector X (e.g., 100x1) using a moving window of size n in Matlab, without resorting to built-in functions like tsmovavg?
- Could you tell me about your familiarity with various optimization functions available in Matlab?
State Street
Quantitative Analyst
Senior Difficult Neutral experience No offer 1 round
Interview process
Recruiter call Phone screen
Interview formats
Technical Behavioral
i applied online and a team member reached out a few weeks after. i then had a phone call that lasted about forty five minutes with two senior analysts who were vice presidents. it was a tough interview, but i was able to answer most of the questions. unfortunately, i didn't get an offer and they didn't give me any feedback when i asked.
Confirmed questions1 question
- Can you answer some general probability questions?
State Street Quantitative Analyst Interview Questions
Quoted word for word from State Street interview reports.
“What is the range of phi in an AR(1) model?”
Read reports →“What is the null hypothesis for stationary tests?”
Read reports →“Difference between American and European options; types of options”
Read reports →“What happens to R-squared when you add more independent variables to your regression model?”
Read reports →“Regarding linear regression, if you add a new variable that is highly correlated with an existing one, what happens to the t-test statistic?”
Read report →“Suppose you have a coin where the probability of heads is unknown and follows a uniform distribution between 0 and 1. If the first toss results in a head, what is the probability that the subsequent toss will also be a head?”
Read report →“What's the distinction between American and European options, and can you list the types of options?”
Read report →“What is the Capital Asset Pricing Model (CAPM)?”
Read report →“Can you explain how to compute a simple moving average for a vector X (e.g., 100x1) using a moving window of size n in Matlab, without resorting to built-in functions like tsmovavg?”
Read report →Formats, difficulty and experience
Across all 23 State Street interview reports.