Morgan Stanley Quantitative Analyst Interview Questions

Updated Jan 9, 2021

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Interviews at Morgan Stanley

Experience
Positive25%
Negative13%
Neutral62%
Getting an Interview
Applied online59%
Campus Recruiting23%
Recruiter10%
Difficulty
3.6
Average
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Found 60 candidate interviews
Morgan Stanley
Anonymous Interview Candidate in United Kingdom
No Offer
Neutral Experience
Average Interview
Application

I interviewed at Morgan Stanley (United Kingdom)

Interview

Applied online and got called 2 months later for 5 rounds of interviews, process took 10 days. Pretty much exclusively brain teasers questions. As expected for this kind of role.

Interview Questions
  • A bug is on a cube at point (0,0,0) and wants to get to (1,1,1). The bug jumps randomly from 1 corner to an other. What is the expected number of jumps.
    Answer Question
Morgan Stanley
Anonymous Interview Candidate in Taiwan
No Offer
Neutral Experience
Average Interview
Application

I interviewed at Morgan Stanley (Taiwan)

Interview

Two rounds of interviews, the first round is about statistics questions and the second round is a mix of behavior and tech questions. The questions in the second round is a little bit hard.

Interview Questions
Morgan Stanley
Anonymous Interview Candidate in Hungary
No Offer
Neutral Experience
Difficult Interview
Application

I applied online. I interviewed at Morgan Stanley (Hungary) in Aug 2020

Interview

After a brief telephone interview, I had to schedule a techical interview with an associate analyst. The asked about basic statistical and programming theory, former experiences, interests etc., the next one was with a senior member, who asked more detailed technical questions.

Interview Questions
Helpful (2)
Morgan Stanley
Anonymous Interview Candidate in United States
No Offer
Neutral Experience
Average Interview
Application

I applied through a recruiter. I interviewed at Morgan Stanley (United States)

Interview

Had 4 rounds of phone interviews scheduled throughout the week, they are about 30 minutes each, the interviewers are strats from different teams such as derivatives and rates option, they asked questions ranging from probably, staststic, finance and Black scholes model.

Interview Questions
  • Expected number of tosses to get 2 heads in a row
Morgan Stanley
Anonymous Interview Candidate in United States
No Offer
Neutral Experience
Average Interview
Application

I applied through college or university. The process took 4 weeks. I interviewed at Morgan Stanley (United States)

Interview

A math and finance pen and paper test, followed by two interviews. Then get an additional interview. Still waiting for response. each interview is 30-45 minutes. Some coding questions as well.

Interview Questions
  • The classical 5 pirates 100 coins question
Morgan Stanley
Anonymous Interview Candidate in New York, NY
No Offer
Positive Experience
Difficult Interview
Application

I applied through college or university. I interviewed at Morgan Stanley (New York, NY) in Oct 2018

Interview

1st round: multichoice exam on math, statistics, finance(derivatives, fixed income securities), algorithms, C++/Java coding 2nd round: Phone interview 45min/team that is open to you (each guy has his/her own interest interview topic) 3rd round: Phone interview 45min/team 4th round: onsite (to see these guys in the team that is still interested ib you)

Interview Questions
  • OLS Assumption, then challenge you for further thinking on certain points Time Series: ARIMA, cointegration Q about your resume: e.g. modeling process How to deal with overfitting Dynamic Programming Python v.s. C++ on certain topics
Helpful (3)
Morgan Stanley
Anonymous Interview Candidate in United States
No Offer
Neutral Experience
Average Interview
Application

I applied online. I interviewed at Morgan Stanley (United States)

Interview

Applied online and got two phone Interview from a quant team. The team is mainly for core quant modeling and the work is quite difficult. In the previous interview I was asked about some probability and algorithm question and in the following interview I was asked some mathematical finance questions.

Interview Questions
  • 1. What is numeraire and its relationship with Girsanov 2. How to price option with Montecarlo
Morgan Stanley
Anonymous Interview Candidate in United States
No Offer
Neutral Experience
Average Interview
Application

I applied online. I interviewed at Morgan Stanley (United States) in Jan 2018

Interview

Asks 5 technical questions and behavioral questions for the first virtual interview. Need to prepare interview questions. Also, it is recommended to buy some books that are related to quantitative analysis.

Interview Questions
  • What is the Black Scholes Model?
Helpful (14)
Morgan Stanley
Anonymous Interview Candidate in United States
No Offer
Neutral Experience
Average Interview
Application

I applied through college or university. I interviewed at Morgan Stanley (United States)

Interview

I took a written exam after knowing about that through emails sent by my university. Then I got an email to schedule initial phone interviews after about a month. The interview questions listed below come from five phone interviews from five teams.

Interview Questions
  • How to detect a loop in a single linked list.
  • Three random variables X, Y, Z. If corr(X, Y) = 0.85, corr(Y, Z) = 0.9, is it possible that we have corr(X, Z) = 0.15?
  • Suppose we have an uneven coin, with probability p of getting a head if flipped. Suppose now we flip the coin and observe a head, what is the expectation of p.
  • How to calculate the length of a union of n intervals. For example, the union of [1.5, 2] and [2.5, 3] is [1.5, 2] U [2.5, 3], which has length 1. The union of [1.5, 3] and [2, 2.5] is [1.5, 3], which has length 1.5.
  • What is interior point method? How is it related to gradient descent?
  • How to do goodness-of-fit test for LASSO?
  • How to calculate moving median (per k numbers) for n numbers (n>=k)?
  • What is SVM method? What is the support vector?
  • When calculating standard deviation, should we divide it by n or n-1? Why?
Morgan Stanley
Anonymous Interview Candidate in United States
No Offer
Neutral Experience
Average Interview
Application

I interviewed at Morgan Stanley (United States)

Interview

A general pen test of mathematics programming mathematical finance as well as finance knowledge, followed by the phone interview, the process is quite long and I receive the phone interview 2 months after test

Interview Questions
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