I applied online. I interviewed at Millennium in Dec 2021
Interview
First had a interview with business development team. then with a PM and quant. Most questions are related to my resume.
It seems to me that they are more likely phishing information instead of interviewing candidate. I am working as a sell side trader, and they asked very detailed questions about how our business operate. I would be careful telling them too much details.
Interview was casual and laid back. Questions about your alpha research pipeline, i.e. how you test ideas, what statistics do you look at / general ML questions like how do you deal with overfitting in specific cases. The whole thing felt like a conversation. Interviewer was nice and responsive. unfortunately it didn't go beyond that interview despite the good vibes.
It was a remote interview, the interviewer asked technical questions about the models I currently use. Then I had additional questions on how I could potentially apply new models to help predicting the stock markets. To be honest, I am not sure if the interviewer wanted to understand my thinking process or rather just to brainstorm new ideas for his work...
Interview questions [1]
Question 1
How could you apply NLP to find out whether a stock will outperform or not?
Criteria is brutal to say the least. Over 3 interviews I got asked around 30-40 questions, of which I answered all but one.
The level is fairly standard in terms of quant but the cutoff seems to be a bit too odd.