Three Rounds on Data Quality, User Support, and a Compliance Modeling Case

round 1: What data issues have you run into during backtesting? How do you do identifier resolution? How do you choose among multiple vendor sources and backfill between them? How do you handle stale data, missing data, and outliers? How do you avoid look-ahead bias in data like earnings estimates? If backtest results suddenly change, how do you determine whether it's a model, code, or data probl…

Shared by a candidate · reported Jul 2026. Interview formats change; use it as a guide, not a script.