Interview guides · H&R Block

H&R Block Data Scientist Interview Questions & Guide 2026

Data scientist prep for H&R Block candidates: drill A/B design, power and minimum detectable effect on original exercises.

The 60-second brief

A Data Scientist at H&R Block sits at the critical intersection of financial expertise and cutting-edge technology. In this role, you are responsible for transforming massive amounts of tax and financial data into actionable insights that directly impact millions of taxpayers. Whether you are optimizing the DIY tax preparation flow, building models to detect fraudulent filings, or predicting customer churn, your work ensures that H&R Block remains a leader in the financial services industry.

Ask early whether the loop includes an asynchronous take-home or a timed live case, because the two are graded on different things. A take-home is read as an artifact: the question you decided to answer, what you did about missing or malformed records, and a conclusion stated plainly enough for someone to act on. A reviewer who cannot rerun your notebook discounts the result whatever score is printed in it. Hold to the stated time box and write down what you would have done with more of it, since the follow-up round is usually a live defence of the same work.

Focus areas

Reconcile amounts in minor units and currency
Decompose expected loss into PD, LGD, EAD
Read vintage curves, not blended portfolio averages

Overview

The impact of this position is felt most during the high-stakes tax season, where the models you develop help streamline complex financial decisions for users. You will work on problems involving predictive modeling, customer segmentation, and financial forecasting. Because H&R Block operates with a massive historical dataset, the complexity of the work involves navigating seasonal data spikes and ensuring high levels of accuracy in a highly regulated environment.

Joining the Data Science team means contributing to the digital transformation of a legacy brand. You will collaborate closely with Product Managers, Software Engineers, and Tax Experts to build intelligent features into products like the MyBlock app. Your ability to extract value from data doesn’t just improve the bottom line; it provides financial clarity and confidence to people during one of the most stressful times of their year.

The H&R Block interview process

H&R Block candidates report 3 rounds · ≈ 3-5 weeks. The stages below are what candidates describe, not a published process.

Recruiter Screen

Whoever runs this call is usually not a practitioner. They take notes, and a hiring manager skims those notes later, so the real question is whether your work survives being written down by someone outside the field. Test every project sentence against that: could a non-specialist repeat it correctly without knowing what a propensity score is? Carry a plain-language version of each project and one reason you want this particular role that you could not copy onto another application. Vagueness at this stage reads as inexperience, even when the underlying work was genuinely deep.

What to demonstrate

Whether a non-specialist can restate your projects accurately, since their paraphrase is what reaches the hiring manager
Whether your reason for wanting the role points at the work itself rather than the company's reputation
Whether your language signals the level being screened for: what you decided yourself versus what you were handed

How to prepare

Write a two-sentence, jargon-free version of each major project: the question nobody could answer, and the decision your work changed. Read it to someone outside data and have them repeat it back
Point your 'why this role' answer at something concrete in the job description or the product surface you would be working on, and keep it to two sentences
Have two questions ready about measurement: which metric the team is held to, and who acts on an analysis once it lands

Technical Discussion

A handful of shapes account for most of what gets asked in this format: a ranking or deduplication inside groups, a running or rolling total, a period-over-period comparison, and a cohort tracked forward over time. Recognising the shape quickly is most of the speed here; deriving it from scratch while a clock runs is where the time goes. Know that a window function keeps every row while a GROUP BY collapses them, and know which one the question needs. If the exercise is in Python instead of SQL, the same shapes arrive as groupby with transform, shift and merge, and the same grain mistakes are available.

What to demonstrate

Whether you reach the right construct without a detour, such as ROW_NUMBER over a partition to deduplicate instead of a self-join against a MAX subquery
Whether you know what your window frame actually is, since adding ORDER BY inside OVER changes the default frame and silently changes a running total
Whether the thing runs. A near-miss that throws an error scores below a plainer query that returns the right rows.

How to prepare

Write each of the four shapes once from memory against a small schema and keep the working version somewhere you will reread it: dedupe with ROW_NUMBER, a running total, a month-over-month change with LAG, and a retention table
Compute one running total twice on data with tied timestamps, once on the default frame and once with ROWS BETWEEN UNBOUNDED PRECEDING AND CURRENT ROW, and look at where the two disagree
If Python is on the table, rebuild the dedupe and the running total with groupby and cumsum, then assert the two implementations return identical rows

Panel Interview

A loop is not scored one interview at a time. The people you meet compare notes afterwards, usually in a meeting you are not in, and the outcome turns on what each of them can say about you when asked. That rewards something other than survival: every room needs one specific thing worth repeating, and none of them can contradict another. The common way to lose is to tell the same project four times with different numbers in it, or to be uniformly fine in a way that leaves nobody with anything to argue for.

What to demonstrate

Whether your account of a project survives being told twice, with the same scale, the same metric definition and the same numbers each time
Whether each interviewer leaves with one concrete claim they could make on your behalf later, rather than an absence of complaints
Whether a question you already answered in an earlier room gets the same answer at the same depth, without visible impatience

How to prepare

Write a one-page fact sheet for your two or three main projects that fixes the numbers you will quote: rows of data, the metric as a single sentence, the effect you measured and how long the work took. Say them aloud from the sheet until they come out identical every time
For each kind of room you expect, decide the one sentence you want that interviewer repeating in a debrief, then check during the mock that you said it outright instead of implying it
Rehearse answering the same project question twice in one sitting, the second time as though you had not just answered it, because the thing that needs fixing is the flatness that creeps into a repeated story

Where candidates lose points

Assuming a model is fair because protected attributes are not among its inputs

Postcode, device, tenure, income proxies and even transaction patterns correlate with protected characteristics, so a model can produce a disparate outcome without ever reading the attribute. Credit decisions additionally carry an explainability obligation in many jurisdictions, since a denial has to be accompanied by its principal reasons, which constrains model form and feature engineering rather than being a reporting afterthought. Treating fairness testing and reason-code generation as design constraints from the first model version is far cheaper than retrofitting them to a deployed one.

Using written premium as the denominator of a loss ratio

Premium is written at inception and earned pro rata across the exposure period, so in a growing book written premium runs ahead of earned premium and the loss ratio comes out too low, with the error reversing when the book shrinks. The numerator has the mirror-image problem if it omits incurred-but-not-reported reserves, since recent accident periods then look profitable twice over. Both sides must refer to the same exposure period, which is what an accident-period view at a fixed development age enforces.

Reporting a mean for a heavy-tailed metric without saying what it hides

For spend, session length or items per order, a small fraction of units carries most of the total, so the mean has a wide standard error and one account can move it. Fix the handling before you see the result: cap or winsorise at a pre-declared percentile, and report the median or the share above a threshold next to the mean. Capping changes the estimand, so say which question the capped number answers, and check how much of any difference comes from the top 0.1 percent of units.

Generalising beyond the population the sample actually supports

State the frame the sample was drawn from and where it diverges from the population you want to talk about: time window, platform, geography, opt-in. If a group is excluded from the frame, either weight to known margins or narrow the claim rather than quietly extending it.

Questions & practice

Describe how you would build a model to detect fraudulent tax returns.

Medium · machine learning and modelling

Approach

Say how the offline result would be validated online before it is trusted.
Set a baseline first, so any model has something honest to beat.
Pick an evaluation metric that matches the cost of each error type, not a default.

Follow-up

How would you choose the decision threshold, and who owns that choice?
What would you monitor after launch to know the model is still valid?

Estimate a delinquency roll-rate matrix and project twelve months

Hard · roll rates · markov chain · survivorship

fct_loan_performance_monthly gives loan_id, as_of_month_end, months_on_book, delinquency_bucket, charge_off_flag, prepaid_in_full_flag and restructured_flag. Build a month-to-month transition matrix over the five delinquency buckets plus absorbing charged_off and prepaid states. Loans that stop appearing must be routed to an absorbing state rather than dropped. Project the current book forward 12 months by repeated matrix multiplication and report the projected share reaching charge-off. Handle restructured_flag explicitly, and name one place the Markov assumption fails on this data.

Approach

Build consecutive month pairs per loan by shifting as_of_month_end within loan_id, then verify the shifted value is exactly one month later. A gap is not a transition, it is an exit you have not resolved yet.
Resolve exits before counting anything. A loan whose last row carries charge_off_flag moves to charged_off, one carrying prepaid_in_full_flag moves to prepaid, and one that disappears with neither is a data question to raise rather than silently discard, because discarding it is survivorship that inflates every cure rate.
Count pairs into a 7 by 7 matrix and row-normalise. Assert every row sums to one and the two absorbing rows are the identity; a row that does not sum to one means exits were dropped.
Decide and state the restructure rule. Restructuring resets days_past_due, so a dpd_60_89 to current move on a restructured loan is not a cure. Either give restructured loans their own state or carry the pre-restructure bucket, but do not let that move land in the cure cell.
Project by taking the current bucket distribution as a row vector and multiplying by the matrix twelve times. Report the charged_off entry, and report it again from an all-current starting vector so the reader can see how much of the projection comes from loans that are already delinquent today.
State the homogeneity failure plainly: transition rates depend strongly on months_on_book, so one pooled matrix applied to a book with a young mix understates early-life delinquency. If the mix is moving, estimate separate matrices by seasoning band.

Worked solution (45 min)

Sort by loan_id and as_of_month_end, shift to form (from_state, to_state) pairs, and flag pairs whose month gap is not exactly one.
For each loan's final row, assign the absorbing destination from charge_off_flag or prepaid_in_full_flag, and list loans that vanish with neither as an exception count to report.
Apply the restructure rule, then build the 7 by 7 count matrix with a cross-tabulation over ordered state categories and row-normalise it.
Assert row sums equal one and absorbing rows are the identity, then take the current month's bucket distribution as a row vector.
Multiply twelve times, report the charged_off component, and repeat from an all-current vector for comparison.

Expected result: A 7 by 7 row-stochastic matrix with identity rows for charged_off and prepaid, a current-to-current diagonal typically above 0.95, roll rates rising with bucket depth, and a 12-month projected charge-off share of a few percentage points from an all-current start and materially higher from the actual book.

Verify it yourself

Every row sums to one within floating-point tolerance, and both absorbing rows are exactly the identity.
No mass sits in cells that skip a bucket upward, such as dpd_1_29 to dpd_60_89 in one month; if there is, the pairs are not actually consecutive months.
The projection from an all-current start is strictly below the projection from the real book distribution.
Backtest by estimating on months up to t minus 12 and comparing the projected distribution with the realised one at t; a systematic optimistic gap points at dropped exits or at seasoning, not at noise.

Follow-up

How would you validate the projection against what actually happened, and over what window?
The cure rate out of dpd_30_59 rose five points last quarter. What are the candidate explanations and how would you separate them?
When would you prefer a vintage curve to a roll-rate projection, and why?

Implement accident-quarter loss ratio at twelve months development

Medium · loss ratio · development age · earned premium

fct_policy_period_monthly arrives as a stack of month-end snapshots: each row carries valuation_month alongside as_of_month, policy_id, product_line, written_premium_minor, earned_premium_minor, paid_loss_minor, case_reserve_minor, ibnr_reserve_minor and loss_adjustment_expense_minor. Compute the accident-quarter loss ratio at exactly 12 months of development: incurred losses over earned premium, both taken from rows whose as_of_month falls in the accident quarter, read from the snapshot 12 months after that quarter closes. Report quarters that cannot reach that age as incomplete rather than dropping them.

Approach

Derive accident_quarter from as_of_month, then define the evaluation snapshot per quarter as valuation_month equal to the quarter's final month plus twelve months. Every figure in the ratio comes from that one snapshot, not from whichever snapshot happens to be newest.
Numerator is paid_loss_minor plus case_reserve_minor plus ibnr_reserve_minor over the accident quarter's rows in that snapshot. Loss adjustment expense may be included or not, but the choice applies to every quarter and is named in an output column.
Denominator is earned_premium_minor over the same rows. Written premium is booked in full at inception, so in a growing book it runs ahead of earned premium and drags the ratio down, with the error reversing when the book shrinks.
Left-join the full quarter list against available valuation months so a quarter with no 12-month snapshot yields status incomplete and a null ratio, instead of disappearing and shortening the series without saying so.
Split by product_line, since both the loss ratio level and the speed of development differ by line, and a blended series moves with mix as much as with experience.

Follow-up

The most recent complete quarter came in four points better than the one before. What do you check before calling it an improvement?
How would you estimate the 12-month figure for a quarter that is only 6 months developed, and how would you label the estimate?
Why can an expense ratio legitimately use a different denominator from the loss ratio in the same presentation?

Count-weighted and dollar-weighted approval rates on one currency

Easy · aggregation · denominators · minor units

Using fct_payment_authorization, report the trailing 7-day authorization approval rate two ways for transaction_currency = 'EUR': count-weighted, and dollar-weighted on amount_minor. Exclude is_reversal = true, exclude incremental authorizations (parent_auth_id not null), and exclude zero-amount account verifications. auth_result = 'approved' is the numerator; the four declined_* values make up the rest of the denominator. Return channel, attempts, approved_attempts, approval_rate_count and approval_rate_value. State every exclusion and its reason before you write the SELECT.

Approach

Say the denominator out loud first: attempts on a single transaction currency, excluding reversals, incremental authorizations and zero-amount verifications, because none of those is a purchase attempt a merchant is trying to get approved.
Filter requested_at against a half-open interval (>= start AND < end) so the boundary day is neither dropped nor double counted.
Compute both rates in one pass with FILTER clauses: COUNT() FILTER (WHERE auth_result = 'approved') over COUNT(), and SUM(amount_minor) FILTER (WHERE auth_result = 'approved') over SUM(amount_minor).
Cast one side of each ratio to numeric before dividing, since amount_minor and the counts are integers and integer division silently truncates to zero.
Group by channel and sort by the value-weighted rate, then read the gap between the two rates as a statement about where the declines sit rather than as noise.

Worked solution (20 min)

Write the exclusion list as comments above the query: is_reversal = false, parent_auth_id is null, amount_minor > 0, transaction_currency = 'EUR'.
Build a single aggregate query over fct_payment_authorization with a half-open requested_at predicate and those four filters.
Emit attempts, approved_attempts, approval_rate_count and approval_rate_value with FILTER clauses and a numeric cast on the numerator.
Group by channel, order by approval_rate_value ascending so the worst channel is on top.

Expected result: One row per channel present in the window, with attempts and approved_attempts as integers and both rates as numerics strictly between 0 and 1. approval_rate_value is typically lower than approval_rate_count on ecommerce and moto, because declines concentrate in higher-value card-not-present traffic.

Verify it yourself

SUM(attempts) across channels equals a separate COUNT(*) run with the same four filters and no GROUP BY.
Dropping the amount_minor > 0 filter raises attempts and moves approval_rate_count while leaving approval_rate_value unchanged, which confirms the zero-amount rows were only ever affecting the count-weighted figure.
Both rates are strictly less than 1 unless a channel had no declines at all in the window.

Follow-up

The two rates diverge by four points on the ecommerce channel but agree on card_present. What does that tell you, and what would you cut next?
How would you extend this to all currencies without summing amount_minor across them?
Which of the four decline reasons belong in the denominator of a rate you would put in front of a risk team, and which are really the network's problem?

Accident-quarter loss ratio on earned rather than written premium

Hard · loss ratio · earned vs written · development age

From fct_policy_period_monthly, compute the accident-quarter loss ratio by product_line: incurred losses, being paid_loss_minor plus case_reserve_minor plus ibnr_reserve_minor, over earned_premium_minor for the same accident quarter. State explicitly whether loss_adjustment_expense_minor is included and apply that choice consistently. Also output the same ratio computed on written_premium_minor so the two can be compared. The table holds current values with no valuation-date snapshot. Say in one line which comparison this schema cannot support and what you would need to support it.

Approach

Derive the accident quarter from as_of_month with date_trunc, and note that the table already attributes losses to the month of the loss event while earning premium pro rata into the same month, which is what makes the two sides comparable at all.
Aggregate earned_premium_minor, written_premium_minor and the three loss components to product_line and accident quarter in one pass, keeping loss adjustment expense as its own column so the inclusion choice is a final-select decision rather than something buried in a CTE.
Compute both ratios side by side and a third column for their difference, because the size and sign of that difference is a direct read on whether the book grew or shrank in the quarter.
State the limitation plainly: every row carries today's reserve estimate, so each accident quarter is observed at a different development age and a cross-quarter comparison mixes development with underwriting. A fixed development age needs a valuation-date dimension, that is one row per accident period per valuation, which this table does not have.
Guard against the mirror-image error on the numerator by confirming ibnr_reserve_minor is non-zero on recent quarters; if it is null or zero there, the recent periods are understated twice over and the series is not usable.

Follow-up

Written premium exceeds earned premium by 18 percent this quarter and by 3 percent two years ago. What happened to the book, and what does it do to each ratio?
How would you build a development triangle from a valuation-dated version of this table, and what would you use the chain-ladder factors for?
Statutory presentation conventionally takes the expense ratio on written premium while the loss ratio uses earned. How do you avoid a combined ratio that quietly mixes the two bases?

How would you design an A/B test to measure the impact of a new UI change on tax filing completion rates?

Medium · a/b testing and experimentation

Approach

Name the guardrails that would stop a launch even on a positive primary result.
Decide the analysis before seeing data, including how long it runs and when you look.
Say whether units interfere with each other, and switch design if they do.

Follow-up

What would you conclude if the result is positive but the test is underpowered?
How would you handle interference between treated and control units?

Explain the difference between L1 and L2 regularization and when you would use each.

Medium

Approach

Work from the decision backwards to the evidence you would need.
Say what you would check first and why it is the highest-information step.
State your assumptions explicitly before working the problem.

Follow-up

What assumption would you test first?
How would you know your answer was wrong?

What are the common pitfalls when working with time series data?

Medium

Approach

State your assumptions explicitly before working the problem.
Work from the decision backwards to the evidence you would need.
Clarify what is being asked and what a complete answer would contain.

Follow-up

How would you know your answer was wrong?
What assumption would you test first?

Size a two-week test on the ecommerce authorization path

Easy · power · mde · ratio metrics · clustering

Your team wants to test a new decline-retry policy on the ecommerce channel. The metric is the dollar-weighted authorization approval rate from fct_payment_authorization: approved amount_minor over attempted amount_minor, after collapsing retry chains within a 15-minute window on (card_token_id, merchant_id, amount_minor) and excluding is_reversal rows and zero-amount verifications, all converted to one reporting currency. Baseline is 87 percent on roughly 900,000 collapsed attempts in two weeks. Randomisation is by customer_id, mean six attempts per customer. Give the minimum detectable effect at 80 percent power, two-sided alpha 0.05, and say what you would change if it is too large.

Approach

Compute the count-weighted binomial anchor first, because it is the number everyone expects and you need it to show why it is wrong. With n = 450,000 attempts per arm and p = 0.87, MDE = (1.96 + 0.8416) * sqrt(2p(1-p)/n).
State that the real metric is a ratio of two sums with a random denominator, not a Bernoulli mean, so the binomial standard error is not the right one. Linearise: Var(R) is approximately Var(Y_i - R * D_i) / (n * Dbar^2), where Y_i and D_i are the approved and attempted amount totals for customer i, n is the number of customers, and Dbar is the mean attempted amount per customer.
Apply the clustering correction, since assignment is by customer and attempts within a customer are correlated. Ask for or estimate the intra-customer correlation; the design effect is 1 + (m - 1) * rho with m = 6, so rho = 0.05 gives 1.25 and inflates the MDE by sqrt(1.25) = 1.118.
Do not assume the amount-weighted variance; estimate it by bootstrapping customers from the last eight weeks of history and resampling whole customers, which captures both the skew in amount_minor and the within-customer correlation in one step.
If the MDE exceeds the plausible effect, list the levers in order of cost: extend duration (MDE falls as 1/sqrt(n)), restrict to the segment where the rule can bind at all rather than diluting across all traffic, apply CUPED on the customer's pre-period approved amount, or switch the primary to the count-weighted rate and demote the dollar-weighted rate to a secondary read.

Worked solution (20 min)

Split 900,000 collapsed attempts into 450,000 per arm and compute the binomial anchor: sqrt(2 * 0.87 * 0.13 / 450000) = sqrt(5.027e-7) = 7.090e-4; multiply by 2.8016 to get 1.99e-3.
Derive the customer count: 900,000 / 6 = 150,000 customers, 75,000 per arm, and note that this is the true sample size for inference.
Apply the design effect at rho = 0.05: 1 + 5 * 0.05 = 1.25, so the count-weighted MDE becomes 1.99e-3 * 1.118 = 2.22e-3.
State that the dollar-weighted MDE requires the linearised variance and cannot be derived from p alone; specify the customer-level bootstrap that would produce it and note it will be larger because amount_minor is right-skewed.

Expected result: Count-weighted MDE is about 0.20 percentage points unclustered and about 0.22 percentage points at a design effect of 1.25, against an 87 percent baseline (roughly 0.26 percent relative). The dollar-weighted MDE is not computable from the stated inputs and must be estimated by a customer-level bootstrap; the candidate should say so rather than quote the binomial figure for it.

Verify it yourself

z(0.975) + z(0.80) = 1.9600 + 0.8416 = 2.8016; any MDE quoted with a different multiplier is using different power or alpha than stated.
Doubling the test duration should shrink the MDE by exactly sqrt(2) = 1.414 if the traffic mix is stable; if a candidate's arithmetic does not, the formula is wrong.
Run the bootstrap on two historical periods split A/A: the bootstrap standard error of the difference times 2.8016 should reproduce the analytic MDE.
A/A splits of historical data should reject at roughly 5 percent; materially more means the variance model is understated.

Follow-up

The rule only changes behaviour on declined attempts, which are 13 percent of traffic. How does restricting the analysis population to attempts that could have triggered the rule change both the MDE and the estimand?
How would your sizing change if the split were 90/10 instead of 50/50, and why is the loss more than proportional?
Currency: the metric sums amounts converted to one reporting currency. Would you use settlement_fx_rate or a rate table pinned at test start, and what does the choice do to variance?

Settled volume jumps after a new acceptance corridor launches

Medium · minor units · currency conversion · reconciliation

Settled payment volume per active customer rose 12 percent in the month a new acceptance corridor went live. The pipeline sums settlement_amount_minor from fct_payment_authorization and divides by 100 to get major units. Columns available: amount_minor, transaction_currency, captured_amount_minor, settlement_amount_minor, settlement_currency, settlement_fx_rate, settled_at, is_reversal, issuer_country, acquirer_country. Confirm or refute the 12 percent, and specify exactly the conversion the metric should be using.

Approach

Split the month-over-month increase by settlement_currency. If one currency carries nearly all of it while its transaction count barely moved, the problem is arithmetic rather than demand, and that is a two-minute check.
Look up each currency's ISO 4217 exponent. Dividing a three-decimal currency by 100 instead of 1000 overstates it tenfold; dividing a zero-decimal currency by 100 understates it hundredfold. Neither is a rounding issue.
Rewrite the conversion to scale settlement_amount_minor by ten to the power of that currency's exponent, then convert to the reporting currency. Do not reuse settlement_fx_rate for this; it is the rate applied between transaction and settlement currency at settlement time, not a reporting-currency rate.
Check the other half of the series too. settlement_amount_minor is denominated in settlement_currency while amount_minor is in transaction_currency, so any series that mixes the two is uninterpretable regardless of the exponent fix.
Exclude reversals and refunds, recompute, then reconcile the corrected total to the settlement ledger for the same period and show the tie-out in the write-up.
Recompute the per-customer denominator on the corrected month, since a new corridor adds customers as well as volume and the ratio can move either way once the numerator is right.

Follow-up

Where else in the warehouse does a hardcoded divide-by-100 appear, and how would you find every instance?
What test would fail the build the next time a currency with a different exponent is onboarded?
The reporting-currency rate is itself a choice. Which rate, on which date, and why does finance care about the answer?

Suggested practice checklist

Four days spend equal time on query work, statistics, modelling and product judgement at deliberately shallow depth, which produces a scored map of where you actually stand. The last three days spend everything on the two areas the role weights most, and close by re-running day one to measure movement.

Day 1 — Breadth pass: query fluency

Solve six prompts spanning aggregation, joins, window functions and date arithmetic in 60 minutes total, stopping at 10 minutes each whether or not it works, and mark every prompt as solved, solved slowly, or stuck.
For each unsolved prompt write the single blocking sentence (I lost the grain, I did not know the frame clause, I could not express the date boundary) instead of reading the solution.
Translate one pandas transformation you know well into SQL and one SQL query into pandas, checking that both return the same row count and the same totals.

Deliverable: A scored six-row table, one line per prompt, saved for the day-seven re-run.

Day 2 — Breadth pass: statistics and inference

Answer ten short questions in writing with nothing open: what a p-value is conditional on, what a 95 percent interval covers across repeated samples, when a paired test is the right one, what the bootstrap estimates, why multiple comparisons inflate false positives, how controlling the family-wise error rate differs from controlling the false discovery rate, what power depends on, what a missed real effect costs a product, the three situations where the central limit theorem does not rescue you (small n, very heavy tails, dependent observations), and what a standard error is the standard deviation of.
Grade yourself against a reference and count only the answers that were exactly right, not the ones that were nearly right.
Rewrite the two weakest answers the following morning from memory in full sentences.

Deliverable: Ten graded answers with an honest count of exact hits.

Day 3 — Breadth pass: modelling

Take one tabular dataset end to end in 90 minutes: a leakage-safe split, a baseline that is not a model (majority class or historical mean), one regularized linear model, one gradient-boosted tree, and a single evaluation metric chosen before you look at any result.
Write why that metric fits the cost structure: precision at a fixed recall for alerting, calibration for anything feeding a price or a threshold, ranking metrics for retrieval, and note that area under the ROC curve is insensitive to class balance in a way that can flatter a rare-positive problem.
Name the leak you were most likely to introduce (an encoding fit on all rows before splitting, or a feature computed after the label's timestamp) and write the check that would have caught it.

Deliverable: A notebook whose first cell states the metric and the baseline, plus two lines on what beat what and by how much.

Day 4 — Breadth pass: product judgement

Answer three case prompts aloud at 15 minutes each, timing how long passes before you state a success metric.
For one case write the first segmentation you would run and the row counts you expect per segment, so that a tiny segment cannot quietly drive the conclusion.
Take a metric definition you did not write, from a public dashboard, a textbook, or documentation you already have open, and list every place two analysts implementing it would diverge: which rows the denominator admits, whether the unit is an account or a person, what the time window is anchored to, and what happens to data that arrives late. Then write the one question that would close the largest of those gaps.

Deliverable: Three recorded case answers plus an ambiguity list for a metric someone else defined, ending in the single question you would ask about it.

Day 5 — Depth, first area

Rank the four areas by how many bullet points in the role description each one covers, pick the top one, and spend the entire day inside it.
Work the six hardest problems you can find in that area and for each write the generalizable move you should have reached for first, rather than the answer.
Re-solve the two you failed the same evening with notes closed.

Deliverable: Six generalizable moves written as instructions to yourself, not as solutions.

Day 6 — Depth, second area, and the seam between them

Repeat the depth protocol on the second-ranked area with the same six-problem structure.
Construct one problem that requires both areas at once, for example a metric redefinition whose effect you must validate with a test whose readout you then have to query.
Solve your own combined problem end to end and note where the handoff between the two areas cost you time.

Deliverable: One combined problem, solved end to end, with the handoff failure written down.

Day 7 — Integration and re-measurement

Re-run the six prompts from day one under the same clock and compare both correctness and time.
Run a 60-minute mixed mock that moves between areas without warning, since switching cost is what breadth passes do not train.
Write the two areas you would still fail on, and the sentence you will use in the interview when you hit one of them.

Deliverable: A before-and-after score table plus a written plan for the two remaining gaps.

Where your data came from

Data people depend on systems owned by other teams, and much of the job is negotiating for instrumentation, access, or a fix to a broken pipeline. Prepare an example of getting something changed upstream that you did not control. Describe what you asked for, what you traded, and how you worked while you waited.

Tell me about a time you had to explain a complex technical concept to a non-technical stakeholder.

Medium · behavioural and stakeholder questions

Approach

Pick a story where you drove the decision, not one where you observed it.
Name the disagreement or constraint, and how you resolved it with evidence.
State the situation in two sentences and spend the rest on your reasoning.

Follow-up

How did you know the outcome was caused by your change?
What did you decide not to do, and why?

Give an example of a project where you had to deal with significant ambiguity.

Medium · behavioural and stakeholder questions

Approach

Quantify the outcome, including what you would not claim credit for.
Pick a story where you drove the decision, not one where you observed it.
Name the disagreement or constraint, and how you resolved it with evidence.

Follow-up

How did you know the outcome was caused by your change?
What would you do differently if you ran that project again?

Describe a situation where you had to work with a difficult teammate. How did you resolve it?

Medium · behavioural and stakeholder questions

Approach

Close with what you would do differently, concretely.
State the situation in two sentences and spend the rest on your reasoning.
Quantify the outcome, including what you would not claim credit for.

Follow-up

How did you know the outcome was caused by your change?
What did you decide not to do, and why?