Portfolio Management Analyst Interview Questions

146 portfolio management analyst interview questions shared by candidates

HR questions : all about failure and how i could manage it. Technical 1st round : basic questions regarding my resume and the job i was applying for (portfolio management and economic theory) Technical 2nd round : Case regarding low volatility anomaly. Questions were wide. Some of the questions were easy as form a beta neutral portfolio but some were tricky.
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Analyst Economic Research and Portfolio Management

Interviewed at CPP Investments | Investissements RPC

3.6
Dec 30, 2015

HR questions : all about failure and how i could manage it. Technical 1st round : basic questions regarding my resume and the job i was applying for (portfolio management and economic theory) Technical 2nd round : Case regarding low volatility anomaly. Questions were wide. Some of the questions were easy as form a beta neutral portfolio but some were tricky.

We are playing a game that involves three doors, numbered 1 to 3. The game involves two stages. You must pay 1 dollar to play the first stage and 1 dollar to play the second stage. In the first stage I hide Y dollars behind one of the three doors. You then guess which door the money is behind and if you are correct, you keep the money. If you are incorrect, I will tell you if the door number is higher or lower than the one you chose. (A) What is your optimal strategy assuming I hide the money randomly and what is the minimum Y required to get you to play the game? (B) Assuming you do not deviate from your optimal strategy, what does my optimal strategy become? (C) What is your response? (D) What is the equilibrium strategy and expected loss of the game?
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Portfolio Management Analyst

Interviewed at Ellington Management Group

3.7
Aug 9, 2014

We are playing a game that involves three doors, numbered 1 to 3. The game involves two stages. You must pay 1 dollar to play the first stage and 1 dollar to play the second stage. In the first stage I hide Y dollars behind one of the three doors. You then guess which door the money is behind and if you are correct, you keep the money. If you are incorrect, I will tell you if the door number is higher or lower than the one you chose. (A) What is your optimal strategy assuming I hide the money randomly and what is the minimum Y required to get you to play the game? (B) Assuming you do not deviate from your optimal strategy, what does my optimal strategy become? (C) What is your response? (D) What is the equilibrium strategy and expected loss of the game?

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