BlackRock面試 總共三輪，一面 math，二面 coding，三面 4×45 的 virtual onsite，難度整體中等。
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) 模型的穩定性條件，characteristic value 的條件，商業環。
- GBM 的表達式是什麼？ call option 價格時序的 closed-form 推導過程，怎麼用在 MC 模擬。
- 先多贏對手 2 局的人贏得整個比賽，問先手贏的概率。
- Order statistics 的 PDF、CDF、期望、方差。
第二輪 Coding，一月初
買賣股票、異位詞，現場 data science project，不要求性能好，秒過。
第三輪 Virtual Onsite，一月下旬
- 知不知道阿拉丁 platform 的 risk factor 能用來做什麼？ Why choose BlackRock？
- MSE 在時序建模的缺陷，答案：1/n 的係數沒有將 high-vol/low-vol 和時間遠近的相對重要程度考慮進去。
- 如何根據一個 U[0,1] 生成一個 N(0,1)，並證明？答案：直接用 CDF 做 inverse transform。 （當時我說 Box-Muller，不是理想答案。）
- 手推 B-S equation 和 binary option 的 closed-form 表達式，具體可參考綠皮。
- 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 languagesfluently 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 handlethat 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 月下旬面完最後一輪之後一直沒有回音，聽說今年沒有 sponsor 的 HC 不多。很詳細的從頭到尾的 Quant 方向的 timeline，希望這一段經歷能對還在找工上岸的同學們有一些幫助。
If you have any questions or would like to discuss these problems further, Contact us!
經過我們的強力面試輔助、OA 代寫，候選人通過這些面試題的解析和溝通，面試官不僅了解了候選人的編程能力，也看到了我在解決問題過程中清晰的思路和有效的溝通技巧。這些不僅有助於應對各種面試，同時也能提升我們解決實際編程問題的能力。祝大家面試順利！
如果你也需要我們的面試輔助、VO 輔助服務，請立即 聯繫我們。
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