Commerzbank Junior Financial Engineer Interview Questions | Glassdoor

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Commerzbank Junior Financial Engineer Interview Questions

Interviews at Commerzbank

1 Interview Review

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Junior Financial Engineer Interview

Anonymous Interview Candidate in London, England (UK)
No Offer
Positive Experience
Difficult Interview

Application

I applied online. The process took 2 weeks. I interviewed at Commerzbank (London, England (UK)) in June 2015.

Interview

There are 2 stages and it took around 1 month to complete. It is a very good interview and the interviews are nice.
1. Phone interview: 45 minutes with 2 people. There are 3 questions. The first one is about expectation and covariance. The second one is to find out the covariance of two Brownian motions. The third one is a coding question.
2. Face to face interview: 3 hours with 2 people. There are a lot of questions about stochastic calculus, probability, Brownian Motion, SDE, Asian option PDEs, volatility models, c++, brain teasers.

Interview Questions

  • Some stochastic calculus, probability, Brownian Motion, SDE, Asian option PDEs, volatility models, c++, brain teasers.   Answer Question
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