Bank of America Quantitative Analyst Interview Questions | Glassdoor

Bank of America Quantitative Analyst Interview Questions

15 Interview Reviews

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Helpful (1)  

Quantitative Analyst Interview

Anonymous Interview Candidate
No Offer
Average Interview

Application

I applied through a staffing agency. The process took 1 day. I interviewed at Bank of America.

Interview

Got a call from the consultant for the interview next day, hiring manager was very professional and very smart. He kept me at ease and asked quite tricky questions but did not give the feedback. Haven't heard back from them.

Interview Questions

  • -Asked about:
    Greeks (Gamma), BlackScholes, Barrier Option   Answer Question

Other Interview Reviews for Bank of America

  1.  

    Quantitative Analyst Interview

    Anonymous Interview Candidate
    No Offer
    Neutral Experience
    Average Interview

    Application

    I applied online. The process took 4+ weeks. I interviewed at Bank of America in March 2013.

    Interview

    Phone interview first and then on site interview. There were seven employees from all level did the one to one interview and almost all technical questions.

    Interview Questions


  2. Helpful (3)  

    Quantitative Analyst Interview

    Anonymous Interview Candidate
    No Offer

    Interview

    First is the phone interview, asked about my resume, thesis topic, especially the projects I did corperated with a company.,
    Second, went to local office and interview with technical guy. Asked the resume, specifica tools I used, chat about the professor he know in my university. discuss the projects they do and what they need.,

    Interview Questions

  3.  

    Quantitative Analyst Interview

    Anonymous Employee in Chicago, IL
    Accepted Offer
    Positive Experience
    Easy Interview

    Application

    I applied through a recruiter. The process took 2 weeks. I interviewed at Bank of America (Chicago, IL) in July 2012.

    Interview

    The Hiring manager called me for an phone screen interview about one week after I submitted my application. And then I was invited to onsite and interviewed by 4 people, the interview is based on resume and past experience

    Interview Questions


  4. Helpful (7)  

    Quantitative Analyst Interview

    Anonymous Interview Candidate in Charlotte, NC
    No Offer
    Neutral Experience
    Difficult Interview

    Application

    I applied through college or university. The process took 1 day. I interviewed at Bank of America (Charlotte, NC) in November 2011.

    Interview

    It was first a 1:1 campus interview about pretty basic math concepts. Then I was invited for a onsite. First dined with the director and the Mgr, asked me about background questions and some behavioral questions. Then moved to a conference room for a group interview. It was kind of tough, option pricing, stochastic processes, coding and general questions about the company. I think I was not prepared for that.

    Interview Questions

    • how to reduce variance in simulation   1 Answer
    • how to address the issue that there is not enough data   1 Answer
    • Why this role? Name a few bonds?   1 Answer

  5.  

    Quantitative Analyst Interview

    Anonymous Employee in Wilmington, DE
    Accepted Offer
    Positive Experience
    Average Interview

    Application

    I applied through a recruiter. The process took 3 weeks. I interviewed at Bank of America (Wilmington, DE) in June 2010.

    Interview

    5 interviewer, including executive, senior manager, hire manager, manager from other team. Questions include case study, sas procedure and modeling techniques. If you are experienced, don't need to spend too much time to prepare, just tell what you know from your previous experience.,

    Interview Questions

    • Questions could be very detail in techniques, make sure you remember all projects you've been working on.   1 Answer

    Negotiation

    Not much negotiation room


  6.  

    Quantitative Analyst Interview

    Anonymous Employee
    Accepted Offer
    Neutral Experience
    Average Interview

    Application

    I applied through a recruiter. I interviewed at Bank of America.

    Interview

    Interviews with each of the members of the commodities quant team and senior members of quant teams that the commodities team work with. Final interview with the lead quant. Questions tended to focus on C++ development, small math calculations and modelling questions about simple derivatives. A couple of questions about work history and motivation for joining the team.

    Interview Questions

    • Give one modelling difference between a local volatility model and a stochastic vol model.   1 Answer

  7.  

    Quantitative Analyst Interview

    Anonymous Interview Candidate
    No Offer
    Positive Experience
    Difficult Interview

    Interview

    Introduced by a job agency. I started with the direct interviews (I was informed there would be around 3 rounds of interviews, but I just did the first one and haven't got the feedback yet). The first interview was completely technical - sorry details of the questions couldn't be provided as I've promised the interviewers. However they were about calculus, probablility, stocastic differenctial equation (mainly about the BS model), modelling (didn't have to be a specific language) and related finance. They started from an easy question in each aspect and increased the difficulties as you progressed, but hints would be provided friendly.

    Whole process was 1hour + 15 mins of the questions for the interviewers.

    Very friendly discussions throughout the interview.

    Interview Questions

    • Can't provide details, but some questions might take a while to solve if you are weak in any aspect (maths, modelling, finance), but as mentioned, they provide friendly hints.   Answer Question
  8.  

    Quantitative Analyst Interview

    Anonymous Interview Candidate
    No Offer

    Interview

    On campus interview, then super day in Charlotte, there I did one case study and 4 interviews

    Interview Questions


  9.  

    Quantitative Analyst Interview

    Anonymous Interview Candidate
    No Offer
    Positive Experience
    Average Interview

    Application

    I applied online. The process took 1 day. I interviewed at Bank of America in February 2012.

    Interview

    some behavior questions, like "walk through your resume"

    and some brain teaser questions. I do not do very well at the beginning since I am kind of nervous.

    I have done something in the financial data mining, therefore the recruiter ask me some details on it.

    Interview Questions

    • Given a triangle, you know the lengths of two sides (6 and 8), what is the probability that the third side is between 3 and 10? (three sides are all integer)   11 Answers

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