I applied online. The process took 1 day. I interviewed at Gelber Group (Chicago, IL) in Feb 2015
Interview
1 phone interview with HR mostly fit type questions.
1 on site technical interview - questions were mostly technical. Applying statistics to generate trade ideas. Questions about time series statistics. Some algorithms questions about efficiently computing standard deviation.
I applied through an employee referral. The process took 2 months. I interviewed at Gelber Group
Interview
After reviewing my resume, I was contacted by a trader on the phone for a behavioral interview. I heard back a few days later and was assigned a quantitative assessment, with two weeks to complete it. I was contacted more than a month after having sent my deliverables, for a follow up technical interview with a quantitative trader. Everything went well and I received an offer to join their summer internship program early January.
Interview questions [1]
Question 1
Using statistical methods, provide a pricing model for a foreign ETF.
