Credit Suisse
3.4 of 5 1,128 reviews
www.credit-suisse.com/careers Zurich, Switzerland 5000+ Employees

Credit Suisse Quantitative Analyst Interview Questions & Reviews

Updated Apr 8, 2014
All Interviews Received Offers

Getting the Interview 

33%
16%
8%

Interview Experience 

83%
16%
0%

Interview Difficulty 

7 candidate interviews Back to all interview questions
Relevance Date Difficulty
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Declined Offer

Neutral Experience

Average Interview

Quantitative Analyst Interview

Quantitative Analyst

I interviewed at Credit Suisse in February 2013.

Interview Details – 3 round interviews. 2 phone interviews and one on site.

Interview Question – Prob of Brownian Motion hitting -2 before 1.   View Answer

Reason for Declining – Other offers

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No Offer

Positive Experience

Difficult Interview

Quantitative Analyst Interview

Quantitative Analyst
New York, NY

I applied through college or university - interviewed at Credit Suisse in January 2009.

Interview Details – Relatively easy first phone interview that included logic questions and personality. A successful phone interview led to an in-house interview "super day" for which 6 candidates in total were invited. The candidates were stiff competition from impressive schools. The interview consisted of visiting 4 rooms each with two interviewers covering topics from computer science to basic options theory and portfolio theory. The interviewers were serious but respectful; all clearly bright people.

Interview Question – There was a particular set of questions that asked the interview to correct a piece of code that required specific knowledge of a piece of C++ syntax.   Answer Question

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No Offer

Positive Experience

Easy Interview

Quantitative Analyst Interview

Anonymous Interview Candidate
Mumbai (India)

I applied online and the process took 1 week - interviewed at Credit Suisse in March 2014.

Interview Details – One Telephonic interview of about 45 minutes. Very easy and comfortable.

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No Offer

Positive Experience

Difficult Interview

Quantitative Analyst Interview

Quantitative Analyst
London, England (UK)

I applied through a recruiter and the process took a day - interviewed at Credit Suisse in October 2013.

Interview Details – First Round Interview

Interview Questions

  • If you bought an Equity Call Option with a Down-and-In Barrier, are you Long Skew or Short Skew? Please provide explanation as well.   View Answer
  • Given an Exotic Option, how would you decide whether to use Local Volatility Model or Stochastic Volatility Model to value the Exotic Option?   View Answer
  • A = Sqrt(E(Variance))
    B = E(Sqrt(Variance))

    Is A larger or B larger? Please explain.
      View Answer
  • Why Equity has downward sloping skew but FX has a "Smiling" skew?
    How does Commodity Skew looks like? (Implied Vol on Y-axis, Strike on X-axis)
      Answer Question
  • How to value VIX Option.   Answer Question

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Accepted Offer

Neutral Experience

Average Interview

Quantitative Analyst Interview

Quantitative Analyst
London, England (UK)

I applied through a staffing agency and the process took 4+ weeks - interviewed at Credit Suisse in September 2009.

Interview Details – Very lengthy, had over 20 interviews before finally getting the offer. Had a lot of delay because the headhunters who found me were not registered with Credit Suisse

Interview Question – Where do you see your skillsets, if you had to portion out of 100% in, 1) programming IT, 2) quant/numerical 3) buisness/trading I said equal share of each.   Answer Question

Negotiation Details – Fairly easy, I was being made redundant at my previous employer

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No Offer

Positive Experience

Difficult Interview

Quantitative Analyst Interview

Quantitative Analyst

I applied through a recruiter and the process took 3 weeks - interviewed at Credit Suisse.

Interview Details – I've send my CV to recruiter. After few weeks I've been invited for a interview day.

The interview has been really professionally organised. A dozen or so candidates invited. 5 hours consisting of 5 conversations (1:1) with 5 interviewers. No HR-like questions at all. Have been asked much about CV and problems related with my skills. +Technical questions including basic math, probability, algorithms and a lot of brain teasers.

Despite having little experience in programming, I have been considered for the job after the interview. Few days later I got email with the answer and the feedback.

Interview Question – Many problems (algorithms, quant puzzles) I have never met. Required just logical reasoning & no specialised knowledge. Thinking out loud is a good way of solving even if you are far from solution.   Answer Question

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No Offer

Positive Experience

Average Interview

Quantitative Analyst Interview

Quantitative Analyst
London, England (UK)

The process took a day - interviewed at Credit Suisse in October 2010.

Interview Details – One interview with two managers in internal meeting rooms. Meeting was taken place on a work floor, so have a good opportunity to view the atmosphere, the environment, the culture of the office. Was waiting in the floor reception for more than 15 mins, but later they explained why It was a business day for them. Nice interviewers, harmony environment. definitely a good place to work at.

Technical questions included models, pricing methods etc. and some general questions.

Interview Question – please describe lmm   Answer Question

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