FactSet Financial Engineer Interview Questions | Glassdoor

FactSet Financial Engineer Interview Questions

11 Interview Reviews

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Financial Engineer Interview

Anonymous Interview Candidate in Chicago, IL
No Offer
Positive Experience
Average Interview

Application

I applied through an employee referral. The process took 2 weeks. I interviewed at FactSet (Chicago, IL) in February 2017.

Interview

First, I got a phone call from the leading financial engineer, we discuss about a fix income problem, it is about the time value of the bond, and then I was ask to describe a structure of a programming idea using Cpp. He likes the answer, and I was invited to a on-site interview in Chicago office. It is followed by 3 one on one interviews in the morning and 2 one on one interview in the afternoon. Lots of question about fix income market and conceptual cpp question. And also some algorithm question and some question about the black-sholes and stochastic and martingale theory. Most of them are very basic questions, but the time length of the interview process is a bit long, all together, the length is approximately 6 hours. The financial engineering team is very kind and patient. And senior people will take you out for a nice lunch. But they are very picky about the skill you possess, and you should be extra smart when you meet the head of the team in the afternoon, very smart person and might ask you some algorithm questions.

Interview Questions

  • MBS, CDS price of the bond(using bootstrap to derive the bond price), oop programming in cpp(basic conceptual question), walk through the resume.   Answer Question

Other Interview Reviews for FactSet

  1.  

    Financial Engineer Interview

    Anonymous Interview Candidate
    No Offer
    Neutral Experience
    Average Interview

    Interview

    I met a guy at college career fair and gave him my resume. He asked about what coursed did I take about fixed income and what I knew. He was interested when I told him I studied some short rate models and taking a course about CDS. Then he wanted to know my C++ skills and my knowledge about STL in particular. At the end he told me they would set up another phone interview with me. But I never heard from them.

    Interview Questions


  2.  

    Financial Engineer Interview

    Anonymous Interview Candidate in Chicago, IL
    No Offer
    Positive Experience
    Average Interview

    Application

    The process took 6 weeks. I interviewed at FactSet (Chicago, IL).

    Interview

    The interview includes all the elements covered in a Financial Engineering course. Most of the questions are based on BS Eqn., Bonds & C++ .
    My experience with most of the interviewers was good except one, where the interviewer was not very articulate about her questions and was asking questions on mortgages without describing the nature of the contracts and she was also rude at times. But I enjoyed interviewing with other managers, they didn't just asked you questions but also had a good discussion on it. I did well, but I got a reject. They are very choosy for this position as its a very small department.

    Interview Questions

    • You don't really need to prepare anything, if you are a passionate Quant and enjoyed FE course.   Answer Question
  3.  

    Financial Engineer Interview

    Anonymous Interview Candidate
    No Offer
    Neutral Experience
    Average Interview

    Application

    I applied through college or university. I interviewed at FactSet in September 2013.

    Interview

    questions related to bonds, interest rate model, options, how to price options, and some conceptual C++ question.

    Interview Questions

    • i didn't expect the detailed conceptual c++ question. i really need to go over c++ later.   Answer Question

  4.  

    Financial Engineer Interview

    Anonymous Interview Candidate
    No Offer

    Interview

    Phone interview, only technical question and fixed income questions.

    Interview Questions


  5.  

    Financial Engineer Interview

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

    Application

    I applied through college or university. The process took 6+ weeks. I interviewed at FactSet (Chicago, IL) in April 2013.

    Interview

    Initial Interview(fixed income and modeling knowledge), second-round phone interview(again, fixed income knowledge and C++ foundation), five hour on-site interview. On-site interview contains one-to-one and two-to-one panel interview. Questions cover from fixed income mathematics, interest rate modeling, BS theory, C++ debug, data structure tests; in addition, senior people will take you out for a great lunch.

    Interview Questions

    • Some data structure tests such as efficiency of sorting algorithm and how to recognize a loop;   1 Answer

    Negotiation

    No negotiation, package is good for fresh graduate


  6.  

    Financial Engineer Interview

    Anonymous Interview Candidate in Chicago, IL
    No Offer
    Positive Experience
    Difficult Interview

    Application

    I applied online. The process took 1 day. I interviewed at FactSet (Chicago, IL) in August 2011.

    Interview

    Phone interview with questions on bonds, fixed income, derivatives. Onsite interview was 6-7 people, questions varying from MBS, callable, putable bonds, duration, binomial/trinomial trees then programming, logic questions. Array comparison. People were friendly and giving ideas/inputs whenever was stuck on a questions

    Interview Questions

    • multiple choice technical problems on mbs, mortgage cash flow, duration, efficient frontier   Answer Question

  7.  

    Financial Engineer Interview

    Anonymous Employee in Manila, Manila (Philippines)
    Accepted Offer
    Neutral Experience
    Average Interview

    Application

    I applied online. The process took 3+ weeks. I interviewed at FactSet (Manila, Manila (Philippines)) in February 2017.

    Interview

    accounting terms and an oral interview asking typical questions like introduction, strengths and weaknesses, atmosphere is okay temperature of the room is really cold. like the interview process its very professional

    Interview Questions

  8. Helpful (1)  

    Financial Engineer Interview

    Anonymous Interview Candidate
    No Offer
    Positive Experience
    Difficult Interview

    Application

    I applied through college or university. The process took 2+ months. I interviewed at FactSet in February 2011.

    Interview

    Step 1: Got interviewed by sr. financial engr at campus event - couple of questions on bonds

    Step 2: 30 min phone interview consisting usual personality Qs and couple of questions again related to fixed income products, with more weight on MBSs

    Step 3: called for a whole-day interview consisting of 6-7 1:1 interviews with financial engineers, software engineers and product managers (in no specific order). Range of questions asked from options, bonds, MBS, interest rates, default probabilities, academic projects, C++.

    Interview Questions

    • Implication of N(d1) and N(d2) from Black Scholes   2 Answers

  9. Helpful (1)  

    Financial Engineer Interview

    Anonymous Interview Candidate
    No Offer
    Neutral Experience
    Average Interview

    Application

    I applied online. The process took 1 day. I interviewed at FactSet in June 2010.

    Interview

    Had a telephonic interview for the FE position. I was asked loads of finance questions spanning the length and breadth of Equity and Fixed income basics. Was also asked programming questions since programming is an integral part in the role of a Financial engineer. The interview well and I have been asked to wait for a few days for the answer after which I will be called to their office for a second round.

    Interview Questions


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