Credit Suisse Quantitative Analyst Interview Questions

7 Interview Reviews

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Quantitative Analyst Interview

Anonymous Employee
Anonymous Employee
Application Details

interviewed at Credit Suisse in February 2013.

Interview Details

3 round interviews. 2 phone interviews and one on site.

Interview Questions
  • Prob of Brownian Motion hitting -2 before 1.   View Answer
Reasons for Declining

Other offers

Declined Offer
Average Interview

Other Interview Reviews for Credit Suisse

  1.  

    Quantitative Analyst Interview

    Anonymous Employee in New York, NY
    Anonymous Employee in New York, NY
    Application Details

    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 Questions
    • 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
    No Offer
    Positive Experience
    Difficult Interview
  2.  

    Quantitative Analyst Interview

    Anonymous Employee in Mumbai (India)
    Anonymous Employee in Mumbai (India)
    Application Details

    I applied online. The process took a weekinterviewed at Credit Suisse in March 2014.

    Interview Details

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

    No Offer
    Positive Experience
    Easy Interview
  3.  

    Quantitative Analyst Interview

    Anonymous Employee in London, England (UK)
    Anonymous Employee in London, England (UK)
    Application Details

    I applied through a recruiter. The process took a dayinterviewed 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
    No Offer
    Positive Experience
    Difficult Interview
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  5.  

    Quantitative Analyst Interview

    Anonymous Employee
    Anonymous Employee
    Application Details

    I applied through a recruiter. The process took 3 weeksinterviewed 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 Questions
    • 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
    No Offer
    Positive Experience
    Difficult Interview
  6.  

    Quantitative Analyst Interview

    Anonymous Employee in London, England (UK)
    Anonymous Employee in London, England (UK)
    Application Details

    The process took a dayinterviewed 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 Questions
    No Offer
    Positive Experience
    Average Interview
  7.  

    Quantitative Analyst Interview

    Anonymous Interview Candidate in London, England (UK)
    Anonymous Interview Candidate in London, England (UK)
    Application Details

    I applied through a staffing agency. The process took 4+ weeksinterviewed 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 Questions
    • 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
    Accepted Offer
    Neutral Experience
    Average Interview

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