Have McKinsey data science interview next week. Round after all the technical screenings and tests. Any advice/how to prepare?

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Definitely definitely definitely go practice your SQL (esp. subqueries, joins, and CTEs and know how to interpret questions that require them)
Brush up on your statistics and probability , cuz if you put R on your resume you're gonna need it especially if they ask you on regressions. I'd get nonlinear regression problems and practice

That's the basics for you to call yourself a DS at a McKinsey. Now real deal-

Be prepared to theoretically answer what is 'random forest' , 'KNN' etc.
Leetcode your python . Easy to medium should be fine, but I'd touch on hards
Brush up on your graph theory
But get your BFS, DFS, Djikstra algorithm and Travelling Salesman game up

This will help you be prepared for machine learning which is what they might ask you for in a technical case where you might deploy any of the above. Find machine learning Interview problems and solve them

Then you'll be like moderately ready.

Practice McKinsey ways of normally interviewing and you'll be solidly ready

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How much do they ask about machine learning? I feel comfortable with common data science problems, but not sure how in depth to get with machine learning.

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