Credit Suisse Quantitative Analyst Interview Questions | Glassdoor

Credit Suisse Quantitative Analyst Interview Questions

8 Interview Reviews

Experience

Experience
71%
28%
0%

Getting an Interview

Getting an Interview
33%
33%
16%
16

Difficulty

3.5
Average

Difficulty

Hard
Average
Easy

8 Candidate Interview ReviewsBack to all Interviews

Filter

Sort: PopularDateDifficulty

Filter

Sort: PopularDateDifficulty

 

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

Other Interview Reviews for Credit Suisse

  1.  

    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

  2.  

    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

  3. Helpful (2)  

    Quantitative Analyst Interview

    Anonymous Interview Candidate in Mumbai (India)
    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.


  4. Helpful (4)  

    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.   2 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)   Answer Question
    • How to value VIX Option.   Answer Question

  5.  

    Quantitative Analyst Interview

    Anonymous Interview Candidate
    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

    Anonymous Interview Candidate in London, England (UK)
    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

    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

Don't Miss Out On a Job You Love
Upload a resume to easily apply to jobs from anywhere. It's simple to set up.