I applied online. The process took 2 months. I interviewed at BlackRock (New York, NY) in Jan 2020
Interview
On-site. About 5hours. 6 1-1 interviews with a presentation about my own research. Interview questions cover topics in finance, simulation, deep learning, and economics. Each is half an hour.
Interview questions [2]
Question 1
Simulate OLS regression, what is exploding gradient
Very friendly, supportive team, went very smoothly. The least stressful interview I have ever had. Consisted of a phone call, and 1 on-site day. Was positively impressed by the competence of the team.
Interview questions [1]
Question 1
If I had a lot of money, where I would invest it in the next 3-5 years.
I applied through college or university. I interviewed at BlackRock
Interview
Referred by my professor because I had a relevant project experiences and received a phone interview with quantitative researcher in team in about one week. The interview lasted about 30 min.
Interview questions [1]
Question 1
A lot of general concept type of questions such as the meaning of beta. Go really deep into your past experiences relevant to the position, so be prepared. Mainly tests your sense about the market.