BlackRock面试 总共三轮，一面 math，二面 coding，三面 4×45 的 virtual onsite，难度整体中等。
第一轮 Math，12月下旬
- xt+1 = a · xt + g · et，其中 et 服从 N(0,1)，a 满足什么条件能使 xt 是 stationary？答案：0 < |a| < 1；xt 的方差是多少？向量形式又是多少？答案：g²/(1–a²)，向量的话同取 var 解方程即可；对每个 xt 根据 σt 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 yt+1 即可。
- AR(2) 模型的稳定性条件，characteristic value 的条件，商业环。
- 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。
- 先多赢对手 2 局的人赢得整个比赛，问先手赢的概率。
- Order statistics 的 PDF、CDF、期望、方差。
第二轮 Coding，一月初
买卖股票、异位词，现场 data science project，不要求性能好，秒过。
第三轮 Virtual Onsite，一月下旬
- 知不知道阿拉丁 platform 的 risk factor 能用来做什么？Why choose BlackRock？
- MSE 在时序建模的缺陷，答案：1/n 的系数没有将 high-vol/low-vol 和时间远近的相对重要程度考虑进去。
- 如何根据一个 U[0,1] 生成一个 N(0,1)，并证明？答案：直接用 CDF 做 inverse transform。（当时我说 Box-Muller，不是理想答案。）
- 手推 B-S equation 和 binary option 的 closed-form 表达式，具体可参考绿皮。
- Why do you want to work for BlackRock?
- Tell me something that’s not on your resume (hobbies, interests, etc.).
- Tell me about a time when you showed a willingness to learn a new method or approach to solving a problem.
- 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?
- How will you ensure accuracy in your work with BlackRock?
- What is the most attractive thing in your eyes about this role with BlackRock?
- What tools do you most commonly use when executing trade decisions?
- What is your greatest weakness as a finance professional?
- What kind of events cause you the most stress on the job?
- If I were to hand you $100,000 to invest today, where would you put that money and why?
- 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?
- 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?
- Here at BlackRock, we are expecting someone with strong leadership skills to take this role. How would you describe your management style?
在 1 月下旬面完最后一轮之后一直没有回音，听说今年没有 sponsor 的 HC 不多。很详细的从头到尾的 Quant 方向的 timeline，希望这一段经历能对还在找工上岸的同学们有一些帮助。
If you have any questions or would like to discuss these problems further, Contact us!
经过我们的强力面试辅助、OA 代写，候选人通过这些面试题的解析和沟通，面试官不仅了解了候选人的编程能力，也看到了我在解决问题过程中清晰的思路和有效的沟通技巧。这些不仅有助于应对各种面试，同时也能提升我们解决实际编程问题的能力。祝大家面试顺利！
如果你也需要我们的面试辅助、VO 辅助服务，请立即 联系我们。
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