Prepare for your Goldman Sachs quant interview

Derivatives pricing, risk modeling, and quantitative trading strategies.

Socratify AI

The Interview

What Goldman Sachs is looking for

Pricing Interview

Derivatives & Pricing Models

01Option Valuation

02Monte Carlo

03Volatility Modeling

04Greeks Calculation

Risk Interview

Risk Management

01Value-at-Risk

02Greeks Hedging

03Stress Testing

04Portfolio Risk

Behavioral Interview

Behavioral

01Mathematical Sophistication

02Market Judgment

03Leadership

04Execution

Quantitative trading leadership//Derivatives expertise//Risk management sophistication

Practice Library

Goldman Sachs exercises

Ready to ace your Goldman Sachs quant interview?

Prepare for your Goldman Sachs quant interview

Derivatives pricing, risk modeling, and quantitative trading strategies.

Socratify AI

The Interview

What Goldman Sachs is looking for

Pricing Interview

Derivatives & Pricing Models

01Option Valuation

02Monte Carlo

03Volatility Modeling

04Greeks Calculation

Risk Interview

Risk Management

01Value-at-Risk

02Greeks Hedging

03Stress Testing

04Portfolio Risk

Behavioral Interview

Behavioral

01Mathematical Sophistication

02Market Judgment

03Leadership

04Execution

Quantitative trading leadership//Derivatives expertise//Risk management sophistication

How It Works

Master Goldman Quant Interviews

Pricing and risk models. · Click to expand

1Your Quant Goals

Signal Design

Practitioner

Risk Modeling

Practitioner

2Quant Case Prep

Price exotic option using Monte Carlo simulation with variance reduction.

CASE INTERVIEWHard

Goldman Sachs

3Frameworks

Framework

Is the model overfit to historical data?

Too many degrees of freedom relative to training period?

847 parameters trained on 5 years = 169 obs/param

Walkforward test degrades 22% vs IS test

Inadvertent look-ahead bias in feature engineering?

Future volume used to compute liquidity score

End-of-day close prices available at 3:59pm UTC

Has market regime shifted since backtest period?

Volatility and correlation changed?

VIX: 12.3 (backtest avg) → 18.7 (live)

Inter-asset correlation +0.34, reduced diversification benefit

Alpha factor under pressure or crowded?

Factor returns -120bps vs +340bps in backtest

23 funds trade same signal, live decay -45%

Implementation and execution issues?

Slippage and market impact underestimated?

Expected slippage 8bps, actual 24bps on live fills

Order size 2.5% of avg volume, moving price against us

Trade timing and execution delays costly?

180ms latency signal generation → order

Alpha half-life 4 minutes, 180ms delay = 13% decay

4Feedback

Signal Degradation Analysis

Distinctive

VaR & Risk Modeling

Distinctive

Capital Efficiency Optimization

Strong

Execution & Implementation

Strong

Repeat

Practice Library

Goldman Sachs exercises

Price exotic option using Monte Carlo simulation.

CASE INTERVIEWHard

Quantitative Finance · PricingGoldman Sachs

Build volatility surface model for equity index options.

LEARNHard

Quantitative Finance · VolatilityGoldman Sachs

Compute portfolio Greeks and hedge interest rate exposure.

LEARNMedium

Risk Management · HedgingGoldman Sachs

Tell me about a time a portfolio you managed experienced an unexpected large drawdown....

BEHAVIORALMedium

Behavioral · Decision MakingGoldman Sachs

Describe how you mentored a junior trader who was taking excessive risk. How did you...

BEHAVIORALMedium

Behavioral · LeadershipGoldman Sachs