G-Research · Data Scientist
Updated · 2026-09-24

G-Research Data Scientist
Interview Questions & Guide 2026

THE 60-SECOND BRIEF

A Data Scientist at G-Research operates at the intersection of high-frequency finance, massive-scale data processing, and rigorous scientific inquiry. You are not just building models; you are developing the sophisticated quantitative tools that allow G-Research to maintain its competitive edge in global financial markets. The work is inherently complex, requiring you to distill massive, noisy datasets into actionable signals that drive real-world trading performance.

How much statistics you need depends on the flavour of the seat. Experiment-facing work wants you deep enough to notice that repeated looks at accumulating data inflate the false positive rate of a fixed-sample test; modelling-facing work wants estimation and honest uncertainty intervals.

G-Research candidates report 3 rounds · ≈ 3-5 weeks. The stages below are what candidates describe, not a published process.

Read vintage curves, not blended portfolio averagesReport only matured cohorts for loss metricsReconcile amounts in minor units and currency

31 min read

Browse Data Scientist questions

See the practice prompts

17Practice promptsAcross five skill areas
3With worked solutionsIncluded in the practice prompts

A Data Scientist at G-Research operates at the intersection of high-frequency finance, massive-scale data processing, and rigorous scientific inquiry. You are not just building models; you are developing the sophisticated quantitative tools that allow G-Research to maintain its competitive edge in global financial markets. The work is inherently complex, requiring you to distill massive, noisy datasets into actionable signals that drive real-world trading performance.

This role is critical to the firm’s mission, as your research and implementation directly influence how the company approaches market inefficiencies. Whether you are working on predictive modeling, time-series forecasting, or infrastructure-level data analysis, your output must be robust, statistically sound, and computationally efficient. You will collaborate with elite researchers, engineers, and quants in a high-stakes environment where precision and deep technical expertise are the primary currencies of success.

01

Online Technical Assessment

reported

Before anything else, this round is a reading test. You are given a small schema and a question phrased in business language, and most of the difficulty sits in the gap between them. Who counts as an active user, does a refunded order still count as an order, is that date column an event time or a load time. Weak answers start typing immediately and compute something precise about the wrong population. Strong ones pin the definition in one sentence, name the column that encodes it, then write the query. On a timed assessment with nobody to tell, write the definition in a comment anyway.

What to demonstrate

  • Whether an ambiguous term becomes a specific column and filter before any computation happens
  • Whether you read the schema for keys and cardinality rather than only for column names
  • Whether the result answers the question at the grain it was asked at, per user or per session or per day

How to prepare

  • Take three metrics you already use and write down the exact filter and exact grain behind each, then practise stating one of them in a single sentence out loud
  • On a schema you have never seen, spend the first minute writing what one row of each table means and which key it is unique on, then predict which joins can duplicate rows
  • Rehearse a version where the definition changes halfway through, and edit the query you have instead of starting over
PracHub interview research ↗
02

Technical Screens

reported

Much of what gets scored here happens out loud while you type. Nobody can see your reasoning inside a half-written query, so five silent minutes read as being stuck even when they are not. State the plan in plain language first: which tables, what grain you are aggregating to, and the one filter that defines the population. Then write it. The narration doubles as insurance, because a wrong plan gets caught early and cheaply while a wrong query gets caught at the end with no time left to redo it. A timed statistics section, where one exists, is a separate test with its own clock.

What to demonstrate

  • Whether the query you write matches the plan you just described
  • What you do with a hint, meaning whether the correction gets absorbed or the first approach gets defended
  • Whether you can debug your own wrong output by reading the result set and naming which part of the query produced the anomaly

How to prepare

  • Solve three problems while screen-sharing into a recording, then watch it back and mark every stretch longer than thirty seconds where you said nothing
  • Practise compressing the plan into one sentence before typing, then check afterwards whether the finished query actually matched it
  • Time yourself on statistics questions that carry a business reading, such as what a confidence interval does and does not claim, rather than re-reading notes without a clock
PracHub interview research ↗
03

Final Interviews

reported

A loop is not scored one interview at a time. The people you meet compare notes afterwards, usually in a meeting you are not in, and the outcome turns on what each of them can say about you when asked. That rewards something other than survival: every room needs one specific thing worth repeating, and none of them can contradict another. The common way to lose is to tell the same project four times with different numbers in it, or to be uniformly fine in a way that leaves nobody with anything to argue for.

What to demonstrate

  • Whether your account of a project survives being told twice, with the same scale, the same metric definition and the same numbers each time
  • Whether each interviewer leaves with one concrete claim they could make on your behalf later, rather than an absence of complaints
  • Whether a question you already answered in an earlier room gets the same answer at the same depth, without visible impatience

How to prepare

  • Write a one-page fact sheet for your two or three main projects that fixes the numbers you will quote: rows of data, the metric as a single sentence, the effect you measured and how long the work took. Say them aloud from the sheet until they come out identical every time
  • For each kind of room you expect, decide the one sentence you want that interviewer repeating in a debrief, then check during the mock that you said it outright instead of implying it
  • Rehearse answering the same project question twice in one sitting, the second time as though you had not just answered it, because the thing that needs fixing is the flatness that creeps into a repeated story
PracHub interview research ↗

PracHub editorial advice for the preparation topics above.

01

Assuming a model is fair because protected attributes are not among its inputs

Postcode, device, tenure, income proxies and even transaction patterns correlate with protected characteristics, so a model can produce a disparate outcome without ever reading the attribute. Credit decisions additionally carry an explainability obligation in many jurisdictions, since a denial has to be accompanied by its principal reasons, which constrains model form and feature engineering rather than being a reporting afterthought. Treating fairness testing and reason-code generation as design constraints from the first model version is far cheaper than retrofitting them to a deployed one.

02

Recalibrating an underwriting cutoff on approved and funded applicants only

Rejected applicants have no repayment outcome, and they were rejected because the incumbent model scored them badly, so the missingness depends directly on the outcome being modelled. Reject inference by augmentation or parcelling fills the gap using the incumbent model's own assumptions, which means it can confirm those assumptions but cannot test them. The only genuinely new information about the reject region comes from bureau performance on rejects who borrowed elsewhere, or from a deliberately randomised approval band around the cutoff.

03

Writing SQL without stating NULL and tie-breaking behaviour

Before calling a query finished, say what it does with NULLs, ties and empty groups. NOT IN against a subquery containing a single NULL returns no rows at all, and RANK, DENSE_RANK and ROW_NUMBER differ precisely on ties, so name which one the question requires.

04

Optimising accuracy on a heavily imbalanced target

State the base rate first, then choose the metric from the relative cost of a false positive against a false negative: precision and recall at the operating threshold, PR-AUC, or expected cost. At a 1 percent positive rate, predicting the majority class for everyone scores 99 percent accuracy and is worthless.

Choose a category, try a prompt, then open its approach, worked solution or follow-up when you need it.

14 technical prompts3 include a worked solution

How do you determine if a result is statistically significant?

medium
statistics and probability

How do you determine if a result is statistically significant?

Approach
  1. Say what the estimate is of, and over what population it generalises.
  2. Write down the assumption the method needs before you use the method.
  3. Quantify uncertainty explicitly rather than reporting a point estimate alone.
Follow-up
  • What sample size would you need to detect an effect half this size?
  • Which assumption here is most likely to be violated in practice?

How would you explain the concept of Bayes' Theorem in a practical con…

medium
statistics and probability

How would you explain the concept of Bayes' Theorem in a practical context?

Approach
  1. Sanity-check the answer against a simple bound or a simulated case.
  2. Say what the estimate is of, and over what population it generalises.
  3. Write down the assumption the method needs before you use the method.
Follow-up
  • How would you explain this result to someone who does not know statistics?
  • Which assumption here is most likely to be violated in practice?

What is the time complexity for this specific algorithm or data struct…

medium
machine learning and modelling

What is the time complexity for this specific algorithm or data structure operation?

Approach
  1. Check what information would not exist at prediction time, and exclude it.
  2. Say how the offline result would be validated online before it is trusted.
  3. Set a baseline first, so any model has something honest to beat.
Follow-up
  • How would you choose the decision threshold, and who owns that choice?
  • What would you monitor after launch to know the model is still valid?

Simulate false alarms in a merchant chargeback monitoring rule

mediumWorked solution
simulationrare eventsmonitoring thresholds

Baseline matured first-chargeback rate is 12 per 10,000 settled transactions. A monitoring rule alerts when a merchant's observed monthly rate exceeds twice baseline. For monthly settled transaction counts of 500, 2,000, 10,000 and 50,000, simulate the false-alarm probability per merchant-month under the baseline, and the power to detect a merchant whose true rate is 30 per 10,000. Then, for a portfolio of 4,000 merchants split 60, 25, 10 and 5 percent across those four counts, give the expected number of false alarms per month.

Approach
  1. Recognise the rule is a threshold on an integer count, not on a continuous rate. At n = 500, twice baseline is 24 per 10,000, so the first observable value above it is 2 chargebacks, or 40 per 10,000. Derive the trigger count for every n before simulating anything.
  2. Draw binomial counts with numpy at p = 0.0012 and take the share at or above the trigger for the false-alarm rate, then repeat at p = 0.0030 for power. Use at least 200,000 draws per cell so a probability near 0.001 has a usable standard error.
  3. Cross-check every simulated cell against the Poisson approximation with lambda = n*p, which is tight here because p is tiny. A mismatch almost always means the trigger count is off by one.
  4. Weight the per-merchant false-alarm probabilities by the portfolio mix, and report the share of expected alerts contributed by each size band rather than only the total.
  5. Close on the operating consequence: a fixed multiplicative threshold is not a constant false-alarm rate across merchant sizes, so either the threshold scales with n or small merchants need a minimum volume before the rule applies.
Worked solution 30 min
  1. For each n, compute trigger = floor(2 * 0.0012 * n) + 1 and print the four values before simulating.
  2. Simulate 200,000 binomial draws per n at p = 0.0012 and take the share at or above the trigger.
  3. Repeat at p = 0.0030 and record power for the same triggers.
  4. Compute the Poisson tail 1 - CDF(trigger - 1, lambda = n*p) for both p values and confirm agreement within Monte Carlo error.
  5. Multiply the false-alarm probabilities by 2400, 1000, 400 and 200 merchants and sum.
EXPECTED RESULTTrigger counts of 2, 5, 25 and 121. False-alarm probability roughly 12 percent at n = 500, roughly 10 percent at n = 2,000, under 0.1 percent at n = 10,000 and effectively zero at n = 50,000. Power against 30 per 10,000 roughly 44, 72, 85 and above 99 percent. Expected false alarms about 390 per month, with over 99 percent of them coming from the two smallest bands.
Follow-up
  • How would you set a threshold that holds the false-alarm rate roughly constant across merchant size?
  • The rule reads the transaction month, but disputes arrive for up to 120 days afterwards. What does that do to the alert and how would you fix it?
  • What does a month of these false alarms cost, and how would you decide whether it is worth paying?

Four days spend equal time on query work, statistics, modelling and product judgement at deliberately shallow depth, which produces a scored map of where you actually stand. The last three days spend everything on the two areas the role weights most, and close by re-running day one to measure movement.

Small steps. Visible outcomes.0 / 7 completed
ONE WEEK · YOUR PACE

Prepare, practise & reflect

One practical outcome each day. Spend longer where you need it.

0 / 7 done
01Breadth pass: query fluency
  • Solve six prompts spanning aggregation, joins, window functions and date arithmetic in 60 minutes total, stopping at 10 minutes each whether or not it works, and mark every prompt as solved, solved slowly, or stuck.
  • For each unsolved prompt write the single blocking sentence (I lost the grain, I did not know the frame clause, I could not express the date boundary) instead of reading the solution.
  • Translate one pandas transformation you know well into SQL and one SQL query into pandas, checking that both return the same row count and the same totals.

Deliverable: A scored six-row table, one line per prompt, saved for the day-seven re-run.

Practice prompt ↗Practice prompt ↗Practice prompt ↗Worked solution ↗
02Breadth pass: statistics and inference
  • Answer ten short questions in writing with nothing open: what a p-value is conditional on, what a 95 percent interval covers across repeated samples, when a paired test is the right one, what the bootstrap estimates, why multiple comparisons inflate false positives, how controlling the family-wise error rate differs from controlling the false discovery rate, what power depends on, what a missed real effect costs a product, the three situations where the central limit theorem does not rescue you (small n, very heavy tails, dependent observations), and what a standard error is the standard deviation of.
  • Grade yourself against a reference and count only the answers that were exactly right, not the ones that were nearly right.
  • Rewrite the two weakest answers the following morning from memory in full sentences.

Deliverable: Ten graded answers with an honest count of exact hits.

Practice prompt ↗Practice prompt ↗Practice prompt ↗
03Breadth pass: modelling
  • Take one tabular dataset end to end in 90 minutes: a leakage-safe split, a baseline that is not a model (majority class or historical mean), one regularized linear model, one gradient-boosted tree, and a single evaluation metric chosen before you look at any result.
  • Write why that metric fits the cost structure: precision at a fixed recall for alerting, calibration for anything feeding a price or a threshold, ranking metrics for retrieval, and note that area under the ROC curve is insensitive to class balance in a way that can flatter a rare-positive problem.
  • Name the leak you were most likely to introduce (an encoding fit on all rows before splitting, or a feature computed after the label's timestamp) and write the check that would have caught it.

Deliverable: A notebook whose first cell states the metric and the baseline, plus two lines on what beat what and by how much.

Practice prompt ↗Practice prompt ↗Practice prompt ↗
04Breadth pass: product judgement
  • Answer three case prompts aloud at 15 minutes each, timing how long passes before you state a success metric.
  • For one case write the first segmentation you would run and the row counts you expect per segment, so that a tiny segment cannot quietly drive the conclusion.
  • Take a metric definition you did not write, from a public dashboard, a textbook, or documentation you already have open, and list every place two analysts implementing it would diverge: which rows the denominator admits, whether the unit is an account or a person, what the time window is anchored to, and what happens to data that arrives late. Then write the one question that would close the largest of those gaps.

Deliverable: Three recorded case answers plus an ambiguity list for a metric someone else defined, ending in the single question you would ask about it.

Practice prompt ↗Practice prompt ↗Worked solution ↗
05Depth, first area
  • Rank the four areas by how many bullet points in the role description each one covers, pick the top one, and spend the entire day inside it.
  • Work the six hardest problems you can find in that area and for each write the generalizable move you should have reached for first, rather than the answer.
  • Re-solve the two you failed the same evening with notes closed.

Deliverable: Six generalizable moves written as instructions to yourself, not as solutions.

Practice prompt ↗Practice prompt ↗
06Depth, second area, and the seam between them
  • Repeat the depth protocol on the second-ranked area with the same six-problem structure.
  • Construct one problem that requires both areas at once, for example a metric redefinition whose effect you must validate with a test whose readout you then have to query.
  • Solve your own combined problem end to end and note where the handoff between the two areas cost you time.

Deliverable: One combined problem, solved end to end, with the handoff failure written down.

Practice prompt ↗Practice prompt ↗
07Integration and re-measurement
  • Re-run the six prompts from day one under the same clock and compare both correctness and time.
  • Run a 60-minute mixed mock that moves between areas without warning, since switching cost is what breadth passes do not train.
  • Write the two areas you would still fail on, and the sentence you will use in the interview when you hit one of them.

Deliverable: A before-and-after score table plus a written plan for the two remaining gaps.

Practice prompt ↗Practice prompt ↗Worked solution ↗

Expand any day for tasks and deliverables. Your progress is saved on this device.

Have two ready. In one, the data was on your side and you had to move someone who outranked you. In the other, the pushback was correct and you changed position. The second is the harder story and it lands better, because it shows you separate being right from being attached to an answer. Name the person's actual objection.

Describe a challenging project you led; how did you handle ambiguity a…

medium
behavioural and stakeholder questions

Describe a challenging project you led; how did you handle ambiguity and technical roadblocks?

Approach
  1. Quantify the outcome, including what you would not claim credit for.
  2. State the situation in two sentences and spend the rest on your reasoning.
  3. Close with what you would do differently, concretely.
Follow-up
  • How did you know the outcome was caused by your change?
  • What would you do differently if you ran that project again?

Disagree with a product manager over an approval-rate target

medium
metric designdenominatorsinfluence without authority

A product manager proposes a quarterly goal of raising card authorization approval rate by 150 basis points, measured as approved authorizations divided by all authorizations in fct_payment_authorization. You believe that metric can be hit with no customer benefit, because merchant retry chains, zero-amount verification authorizations, incremental authorizations and reversals all sit in the denominator, and declines skew toward high-value cross-border ecommerce. You support the underlying goal. In one working session, change the metric without killing the initiative, and name the guardrail you would accept.

Approach
  1. Separate the goal from the metric out loud and agree with the goal first, so the disagreement stays narrow and technical rather than becoming positional.
  2. Demonstrate the failure rather than asserting it: compute the proposed metric and the dollar-weighted collapsed version over the same recent window, and find a period where they moved in opposite directions.
  3. Propose the replacement precisely: sum of approved amount_minor over sum of attempted amount_minor, after collapsing retries to one attempt per card_token_id, merchant_id and amount_minor within a 15-minute window, excluding is_reversal rows and zero-amount verifications, with everything converted to one reporting currency before summing.
  4. Attach the guardrail that makes the target honest: matured first-chargeback rate and net fraud loss in basis points of settled volume, read only on transaction months carrying at least 120 days of maturity.
  5. Give the product manager something back: the replacement metric cuts cleanly by channel and issuer_country, which makes a roadmap of merchant-specific and authentication fixes legible in a way the blended rate never was.
Follow-up
  • How do you identify a retry chain when the merchant varies the amount slightly between attempts?
  • The product manager wants a weekly read on the guardrail. What is the earliest defensible signal, and how do you label it?

Turn a one-line fraud-number request into a scoped brief

easy
scopingmetric definitiondenominators

A stakeholder messages: what is our fraud rate, and is it going up? You have fct_payment_authorization, fct_card_dispute and dim_customer. At least four defensible answers exist: count-weighted or value-weighted, attributed to the transaction month or to the dispute filing month, and gross or net of recoveries and successful representments. You get one reply before someone else produces an uncaveated number. Write that reply: the clarifying questions you ask, the single default you will produce if nobody answers, and what the default excludes.

Approach
  1. Establish the decision behind the question first, because a risk-rule change, a board number and a merchant contract negotiation need different denominators, and asking which one is not stalling.
  2. Offer a short menu rather than an open question: a stakeholder can choose between two named options but cannot specify a denominator from scratch.
  3. Commit to a default so the reply is useful even if nobody answers, for example net fraud loss in basis points of settled volume, attributed to the requested_at month, matured months only.
  4. State the exclusions in the same breath as the default: non-fraud dispute categories, transaction months with less than 120 days of maturity, and first-party abuse that arrives coded as consumer_dispute.
  5. Give a delivery time for the default and a longer one for the fuller cut, so the choice between them carries a visible cost.
Follow-up
  • They come back wanting it by merchant for a contract negotiation. What changes in the definition and in the maturity rule?
  • How would you separate first-party abuse from third-party fraud in this data, and what would you refuse to conclude from the split?
  • 01

    Describe a challenging project you led; how did you handle ambiguity and technical roadblocks?

  • 02

    A product manager proposes a quarterly goal of raising card authorization approval rate by 150 basis points, measured as approved authorizations divided by all authorizations in fct_payment_authorization. You believe that metric can be hit with no customer benefit, because merchant retry chains, zero-amount verification authorizations, incremental authorizations and reversals all sit in the denominator, and declines skew toward high-value cross-border ecommerce. You support the underlying goal. In one working session, change the metric without killing the initiative, and name the guardrail you would accept.

  • 03

    A stakeholder messages: what is our fraud rate, and is it going up? You have fct_payment_authorization, fct_card_dispute and dim_customer. At least four defensible answers exist: count-weighted or value-weighted, attributed to the transaction month or to the dispute filing month, and gross or net of recoveries and successful representments. You get one reply before someone else produces an uncaveated number. Write that reply: the clarifying questions you ask, the single default you will produce if nobody answers, and what the default excludes.

PracHub interview preparation framework ↗
Is this an official G-Research interview guide?

No. It is PracHub's own research and practice material for the Data Scientist role at G-Research. Rounds and questions reflect what candidates have reported, not a process G-Research has published, and they change over time. Confirm the current format and scope with your recruiter.

PracHub interview research ↗
How long should I prepare for the technical assessment?

Given the difficulty of the tests, plan on at least 2–4 weeks of focused practice on algorithmic coding and probability brain teasers.

PracHub interview research ↗
What is the best way to stand out during the interview?

Demonstrate your thought process clearly. Even if you don't know the answer immediately, showing a logical, structured approach to breaking down the problem is highly valued.

PracHub interview research ↗
Is the culture at G-Research very competitive?

It is a high-performance environment that prizes intellectual honesty and technical excellence. Candidates who thrive are those who are passionate about solving hard problems and are open to rigorous debate.

PracHub interview research ↗
What should I do if I get a question I don't know?

Stay calm and clarify your assumptions. It is better to talk through how you would approach the problem than to remain silent or guess.

PracHub interview research ↗
Sources & methodology 3 sources ↗

No official company page is cited. Rounds and questions come from candidate reports and PracHub editorial material; each source shows the date it was read.