Prepare for your Goldman Sachs Hedge Fund Partnerships interview

Fund selection and portfolio construction cases calibrated to Goldman Sachs’s institutional investor perspective and alpha evaluation focus.

Socratify AI

The Interview

What Goldman Sachs is looking for

Fund Analysis Interview

Hedge Fund Analysis & Selection

01Fund Performance Attribution

02Manager Track Record Analysis

03Risk Metrics Interpretation

04Recommendation Framework

Behavioral Interview

01Analytical Rigor

02Investment Conviction

03Risk Awareness

04Portfolio Thinking

Institutional fund evaluation frameworks//Performance attribution & alpha analysis//Risk-adjusted return optimization

Practice Library

Goldman Sachs exercises

Ready to ace your Goldman Sachs Hedge Fund Partnerships interview?

Prepare for your Goldman Sachs Hedge Fund Partnerships interview

Fund selection and portfolio construction cases calibrated to Goldman Sachs’s institutional investor perspective and alpha evaluation focus.

Socratify AI

The Interview

What Goldman Sachs is looking for

Fund Analysis Interview

Hedge Fund Analysis & Selection

01Fund Performance Attribution

02Manager Track Record Analysis

03Risk Metrics Interpretation

04Recommendation Framework

Behavioral Interview

01Analytical Rigor

02Investment Conviction

03Risk Awareness

04Portfolio Thinking

Institutional fund evaluation frameworks//Performance attribution & alpha analysis//Risk-adjusted return optimization

How It Works

Master Goldman Sachs Fund Investing Interviews

Fund selection cases and portfolio allocation, scored on Goldman Sachs’s institutional investor evaluation dimensions. · Click to expand

1Your Hedge Fund Goals

Portfolio Construction

Practitioner

Risk Management

Practitioner

2Hedge Fund Case Prep

Construct a fixed income relative value strategy across 10-year, 30-year, and TIPS....

CASE INTERVIEWHard

Goldman Sachs

3Frameworks

Framework

Does the manager have a proven edge and repeatable process?

What is the track record vs peers and benchmarks?

3-year return: 18% gross (vs EM benchmark +8%, peers avg 12%)

Sharpe ratio: 1.5 (vs peer median 0.9, industry benchmark 1.2)

Is alpha generation consistent or concentrated?

Win rate: 68% positive months (12 of 24 months > +2%)

Max drawdown: -14% (vs manager target -15%, peer median -18%)

Does this strategy complement our existing portfolio?

What is the correlation with our core positions?

Correlation to core US long-short: 0.3 (low, good hedge)

Correlation to FX carry trades: 0.6 (moderate risk)

Does this reduce portfolio volatility?

Portfolio volatility pre-allocation: 10.5% | post-allocation: 9.8%

Expected Sharpe improvement: 1.65 → 1.78 (+8% efficiency gain)

What is the downside risk and liquidity exposure?

How does this perform in tail risk scenarios?

Value-at-Risk (95% confidence): -2.8% over 1 month

Expected shortfall (99% worst case): -4.5% vs peers -5.2%

Can we exit quickly if needed?

Redemption terms: 60 days notice, quarterly gates, 2% fee

4Feedback

Risk-Adjusted Returns

Distinctive

Correlation & Diversification

Distinctive

Sharpe Ratio Optimization

Strong

Tail Risk Management

Strong

Repeat

Practice Library

Goldman Sachs exercises

A hedge fund in our portfolio has 20% annualized returns but max drawdown of -25%. Build...

LEARNHard

Asset Management · Fund SelectionGoldman Sachs

Compare two multi-strategy hedge funds on risk-adjusted returns. Fund A: 15% return, 12%...

CASE INTERVIEWHard

Asset Management · Comparative AnalysisGoldman Sachs

Design a quarterly review framework to monitor manager performance and identify early...

LEARNMedium

Asset Management · Manager MonitoringGoldman Sachs

Walk me through the most contrarian investment decision you made and the reasoning...

BEHAVIORALMedium

Behavioral · Investment PhilosophyGoldman Sachs

Tell me about a time you had to make a decision with incomplete information and how you...

BEHAVIORALMedium

Behavioral · Decision-MakingGoldman Sachs