I interviewed for two GSAM quant roles at the same time.
Role one was more like a fund of funds kind of group.
First round was live coding: power of ten and Newton's method square root.
Second round was already the final round on-site: one medium problem that was not the usual kind, one expected value problem, and one round that was purely chatting about my experience.
Role two was the equity SMA / direct indexing group.
First round: chatted about my experience with the hiring manager.
Second round: chatted about my experience with an MD.
The final round (5 people) asked about my experience too, plus live coding: the rain trapping problem, a simple DP problem (you can climb one or two steps at a time, how many different paths are there to reach step n), and the harder one, TSP (the "traveler shortest path" one, with the optimal bitmask DP solution). There was also one more medium problem that I forgot.
They also asked about the signal to portfolio construction process. Another question: you are given a square shaped cardboard and a fair die with the numbers 1-6 equally likely, design an experiment to empirically estimate pi. How do you get 5-6 decimal places of precision?
There was also some macroeconomics and QR content, like signal reliability and regime dependence, and information theory / entropy.
Role two just kept dragging me along, and then said there was no headcount and asked whether early next year would work instead.
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