BlackRock Portfolio Modeling面经|BlackRock oa|vo 代面|oa 辅助|oa代写

BlackRock面试总共三轮,一面math,二面coding,三面4*45的virtual onsite,全部不到绿皮难度。


  1. x_{t+1} = a * x_t + g * e_t,其中e_t服从N(0,1),a满足什么条件能使x_t是stationary,答案:0<|a|<1;x_t的方差是多少,向量形式又是多少,答案:g^2/(1-a^2),向量的话同取var解方程即可;对每个x_t根据sigma_t进行标准化的矩阵形式表达式是什么,标准化后的时序模型表达式又是什么,答案:y = L^{-1} * x,x = L^{-1} * y代入原方程左端化简成y_{t+1}即可。
  2. AR(2)模型的稳定性条件,characteristic value的条件,商业环。
  3. gbm的表达式是什么,call option价格时序的closed form推导过程,怎么用在MC模拟。
  4. 先多赢对手2局的人赢得整个比赛,问先手赢的概率。
  5. order statistics的PDF、CDF、期望、方差


买卖股票、异位词,现场data science project,不要求性能好,秒过


  1. 知不知道阿拉丁platform的risk factor能用来做什么,why choose blackRock
  2. MSE在时序建模的缺陷,答案:1/n的系数没有将vol高vol‍‍‍‍‍‌‍‍‍‌‌‍‌‌‍‌‌‍‌‌低和时间远近的相对重要程度进行考虑。
  3. 如何根据一个U[0,1]生成一个N(0,1),并证明,答案:直接CDF来inverse transform,我当时说的box muller,不是理想答案。
  4. 手推b-s equation和binary option的closed form表达式,具体可以参考绿皮和维基百科。
  5. Why do you want to work for BlackRock?
  6. Tell me something that’s not on your resume? (Hobbies, interests, etc. what‍‍‍‍‍‌‍‍‍‌‌‍‌‌‍‌‌‍‌‌ever)
  7. Tell me about a time when you showed a willingness to learn a new method or approach to solving a problem.8.At BlackRock, we are always looking for intercultural skills from our staff to better suit and expand our client base. Do you speak any other languages fluently or have any experience working in different cultures?
  8. How will you ensure accuracy in your work with BlackRock?10.What is the most attractive thing in your eyes about this role withBlackRock?
  9. What tools do you most commonly use when executing trade decisions?
  10. What is your greatest weakness as a finance professional?73.What kind of events cause you the most stress on the job?
  11. lf l were to hand you $100,000 to invest today, where would you put that money and why?
  12. Think back over your career up to today and tell me about the most difficult day on the job you encountered. What made the day difficult and how did you handle that situation?
  13. In working with financial data here at BlackRock, what are the steps you would take in the data validation process as part of your work?17.Here at BlackRock, we are expecting someone with strong leader-ship skills to take this role. How would you describe your management style?


If you have any questions or would like to discuss these problems further, contact us!



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