Credit Suisse

www.credit-suisse.com
Engaged Employer

# Credit Suisse Quantitative Analyst Interview Questions

7 Interview Reviews

83%
16%
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## 7 Candidate Interview Reviews Back to all Interviews

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## Quantitative Analyst Interview

Declined Offer
Average Interview

Application

I interviewed at Credit Suisse in February 2013.

Interview

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

Interview Questions

• Prob of Brownian Motion hitting -2 before 1.   1 Answer

Reasons for Declining

Other offers

1.

## Quantitative Analyst Interview

No Offer
Positive Experience
Difficult Interview

Application

I applied through college or university. I interviewed at Credit Suisse (New York, NY) in January 2009.

Interview

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
2.

## Quantitative Analyst Interview

No Offer
Positive Experience
Easy Interview

Application

I applied online. The process took a week. I interviewed at Credit Suisse (Mumbai (India)) in March 2014.

Interview

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

3.

## Quantitative Analyst Interview

No Offer
Positive Experience
Difficult Interview

Application

I applied through a recruiter. The process took 1 day. I interviewed at Credit Suisse (London, England (UK)) in October 2013.

Interview

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.   1 Answer
• Given an Exotic Option, how would you decide whether to use Local Volatility Model or Stochastic Volatility Model to value the Exotic Option?   1 Answer
• A = Sqrt(E(Variance)) B = E(Sqrt(Variance)) Is A larger or B larger? Please explain.   1 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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5.

## Quantitative Analyst Interview

No Offer
Positive Experience
Difficult Interview

Application

I applied through a recruiter. The process took 3 weeks. I interviewed at Credit Suisse.

Interview

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
6.

## Quantitative Analyst Interview

No Offer
Positive Experience
Average Interview

Application

The process took 1 day. I interviewed at Credit Suisse (London, England (UK)) in October 2010.

Interview

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

7.

## Quantitative Analyst Interview

Accepted Offer
Neutral Experience
Average Interview

Application

I applied through a staffing agency. The process took 4+ weeks. I interviewed at Credit Suisse (London, England (UK)) in September 2009.

Interview

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

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

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