interviewing at PIMCO for a quant analyst role in Newport Beach in about 5 weeks. trying to get a clearer picture of what the current loop looks like because the info out there ranges from 2021 to now and i'm not sure what's still accurate.
specifically curious about: number of rounds for quant roles, whether they do a take-home or live coding, how heavy the stats/math portion is vs finance domain knowledge, and roughly how long the whole process takes from first screen to offer.
if you've been through a loop in the last year, even for a non-quant role, drop what you saw. trying to pattern-match.
4 replies
ds_dmitri
went through a quant research role there about 8 months ago. no take-home, all live. two rounds of technical interviews: one heavy on probability/stats (conditional expectation, Bayes, some time series basics), one more finance-domain (how would you model spread risk, what metrics matter for a credit portfolio). then behavioral rounds separately. total was 5 rounds over about 3.5 weeks.
numbers_only
exactly what i needed. was the time series stuff deep or surface level? like were they asking about ARIMA specifically or more conceptual stationarity, autocorrelation type questions?
ds_dmitri
conceptual mostly. one question was "how would you test if a rate series is stationary and why does it matter for your model." they weren't testing whether you've memorized the ADF test, they wanted to know if you understood why non-stationarity is a problem.
ml_mike
slightly different angle: for ML-adjacent quant roles they're more interested in whether you can connect model outputs to portfolio decisions. not just "i built a model with X accuracy" but "here's how it would be used and what the failure modes are." that was my main takeaway from mine last year.