Duff & Phelps Financial Engineering Internship Interview Questions | Glassdoor

Duff & Phelps Financial Engineering Internship Interview Questions

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Financial Engineering Internship Interview

Anonymous Employee in San Francisco, CA
Accepted Offer
Positive Experience
Difficult Interview

Application

I applied through college or university. The process took 4+ weeks. I interviewed at Duff & Phelps (San Francisco, CA) in March 2010.

Interview

The interview process was pretty straight forward. They start off by asking you some basic questions off of your resume followed by some questions on pricing derivatives. They ask tough questions but they are all questions that one should know if they understand the MFE curriculum well.

Interview Questions

  • How many simulations would it take to get an accuracy of less than or equal to 1%   2 Answers
  • Some question about the value of delta of an option given some basic parameter values. This was one of the standard questions you see in "Heard on the street"   Answer Question
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