The process took 6 months. I interviewed at Invesco (Houston, TX) in Jun 2019
Interview
Phone interview about CAPM, asked to explain the CAPM model and deficiency in the single factor model.
In office interview about pricing model, factor model, C++ coding questions, behavioral interview.
Interview questions [1]
Question 1
Using R/C++ write an arbitrage trading strategy. Avoid using loops .
There were total 6 rounds, mix of probability, statistics and software developer kind of questions. Focused on optimization methods and covariance matrix estimation. Overall decent process, nothing out of the box.
Interview questions [1]
Question 1
Gave a code snippet and asked whats wrong in the code.
I applied online. The process took 1 week. I interviewed at Invesco (Atlanta, GA)
Interview
2 rounds of interview, technical + behavioral. Technical questions are similar to DS and quant interviews, questions about trees, ML models etc. Behavioral questions include past experiences and understanding of investment process.
Interview questions [1]
Question 1
what's the difference between SVM and linear regression?
what's the time complexity of matrix transformation
I applied online. The process took 4 weeks. I interviewed at Invesco (London, England) in Oct 2024
Interview
The first round was with 4 interviewers. They ask technical and coding questions together, as well as some motivational questions. Some are quite challenging and computer science heavy. Will need preparations
Interview questions [1]
Question 1
How to find an equilibrium point with an n-variable system
