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Credit Suisse Quantitative Analyst Interview Questions

Interviews at Credit Suisse

13 Interview Reviews

Experience

Experience
75%
25%
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Getting an Interview

Getting an Interview
51%
25%
12%
12

Difficulty

3.6
Average

Difficulty

Hard
Average
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Helpful (1)  

Quantitative Analyst Interview

Anonymous Interview Candidate in New York, NY
No Offer
Positive Experience
Difficult Interview

Application

I applied online. I interviewed at Credit Suisse (New York, NY) in October 2018.

Interview

Exam, two hours, many difficult programming and math problems. C++, algorithm, data structure, martingale, Brownian motion. I failed. If you get right, you will get one credit, otherwise there will be a negatively credict.

Other Interview Reviews for Credit Suisse

  1. Helpful (1)  

    Quantitative Analyst Interview

    Anonymous Interview Candidate in New York, NY
    No Offer
    Positive Experience
    Difficult Interview

    Application

    The process took 3 weeks. I interviewed at Credit Suisse (New York, NY) in October 2018.

    Interview

    Applied for the Quantitative Summer Institute in Sep, then received a admission test invitation on Oct 10 or so. Had the exam on Oct 18. The whole exam held for 2 hours, will deduct remarks if give a wrong answer.

    Interview Questions

    • Some advanced questions about quantitative finance, such as how to price a product, the call-put parity under some special assumptions.   Answer Question

  2.  

    Quantitative Analyst Interview

    Anonymous Interview Candidate
    No Offer
    Neutral Experience
    Difficult Interview

    Interview

    Just received an invitation for a written exam but unlucky didn't pass the exam. The process is generally organized and it would have been great to get admitted for the quant program

    Interview Questions

    • It consists of 4 part of knowledge covering lots of finance, programming,   Answer Question
  3.  

    Quantitative Analyst Interview

    Anonymous Interview Candidate in New York, NY
    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

  4.  

    Quantitative Analyst Interview

    Anonymous Interview Candidate
    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


  5.  

    Quantitative Analyst Interview

    Anonymous Interview Candidate
    No Offer
    Positive Experience
    Average Interview

    Interview

    Phone interview. I got email before asking my available time. And got a call on the day I chose. Went through my resume and asked for some information. The process was good.

    Interview Questions


  6. Helpful (1)  

    Quantitative Analyst Interview

    Anonymous Interview Candidate in Pune (India)
    No Offer
    Positive Experience
    Difficult Interview

    Application

    I applied online. The process took a week. I interviewed at Credit Suisse (Pune (India)) in September 2017.

    Interview

    Received a call from Consultancy after looking at my Naukri profile.
    --> Consultancy person provided me with all the links in the mail and help me to prepare for the interview.
    Round 1: Two Avp's had taken the interview (Conference call). Very knowledgeable. They grilled me on everything( Each and every concept) (Whatever I have written on my resume).
    They will ask you a question. Once you Answer it They will ask you why? Explain it?
    They are very patient and friendly.

    My Advice:
    Please don't go the interview if your concepts are not clear. Respect them. Respect their time.

    I got Rejected in first round.

    Interview Questions

    • Explain Heteroskedasticity.
      How the graph looks like if you plot errors vs y(estimate). Why?
      Call and Put options (Econometrics).
      Puzzles
      Time series modeling (ACF and PACF plots)
      Neural Networks
      Regression Assumptions (linear and Logistic).   Answer Question

  7.  

    Quantitative Analyst Interview

    Anonymous Interview Candidate
    Declined Offer
    Neutral Experience
    Difficult Interview

    Application

    I applied online. I interviewed at Credit Suisse.

    Interview

    The interview had 3 parts:
    1st part was an intro about the interviewers, team and job
    2nd part was a talk about the CV
    3rd part was Q&A about technical stuff, almost like an oral exam

    Interview Questions

  8. Helpful (1)  

    Quantitative Analyst Interview

    Anonymous Employee in London, England (UK)
    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


  9. Helpful (5)  

    Quantitative Analyst Interview

    Anonymous Interview Candidate in London, England (UK)
    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.   4 Answers
    • 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)   1 Answer
    • How to value VIX Option.   Answer Question

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