Morgan Stanley Quantitative Analyst Interview Questions | Glassdoor

Morgan Stanley Quantitative Analyst Interview Questions

Updated Nov 10, 2017
52 Interview Reviews

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Quantitative Analyst Interview

Anonymous Interview Candidate
No Offer
Neutral Experience
Average Interview

Application

I applied through college or university. I interviewed at Morgan Stanley.

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.   1 Answer
  • 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?   Answer Question
  • 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.   1 Answer
  • 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.   1 Answer
  • What is interior point method? How is it related to gradient descent?   Answer Question
  • How to do goodness-of-fit test for LASSO?   Answer Question
  • How to calculate moving median (per k numbers) for n numbers (n>=k)?   2 Answers
  • What is SVM method? What is the support vector?   Answer Question
  • When calculating standard deviation, should we divide it by n or n-1? Why?   1 Answer

Other Interview Reviews for Morgan Stanley

  1.  

    Quantitative Analyst Interview

    Anonymous Interview Candidate
    No Offer
    Neutral Experience
    Average Interview

    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


  2.  

    Quantitative Analyst Interview

    Anonymous Interview Candidate
    No Offer
    Neutral Experience
    Average Interview

    Application

    I applied online. I interviewed at Morgan Stanley.

    Interview

    First short talk with HR on the phone (questions about CV). Then phone interview with employee. Basic questions (walk me through resume, experience) and a couple of brain teasers and simple coding problems.

    Interview Questions

  3.  

    Quantitative Analyst Interview

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

    Application

    I applied online. The process took 2+ months. I interviewed at Morgan Stanley (New York, NY) in January 2017.

    Interview

    Applied online for campus program, attend school presentation and sign up for written exam. Exam was pretty hard is not prepared, question including math, programming and stochastic calculus. 1 month after the exam was contacted for an interview, which was scheduled 2 weeks later due to holiday season. Had first phone interview with someone sits in Mumbai at 2am EST. Another two phone interviews with teams at London and Hungary. Overall very technical and also focus on personality.

    Interview Questions

    • Given a series of triplets (x1,x2,y) representing starting point, end point and height of buildings, asked to design an algorithm to draw skyline.   Answer Question
    • Why risk neutral pricing? How to calculate expected return under risk neutral.   Answer Question
    • Relationship of Correlation and Independence   Answer Question
    • Why Morgan Stanley.   Answer Question
    • What is your programming proficiency in C++. What projects have you done?   Answer Question
    • What is smart pointer, how is it implemented.   Answer Question
    • Algorithm to reverse an integer   1 Answer

  4.  

    Quantitative Analyst Interview

    Anonymous Interview Candidate in New York, NY
    No Offer
    Neutral Experience
    Average Interview

    Application

    I applied online. I interviewed at Morgan Stanley (New York, NY) in January 2017.

    Interview

    applied on line, received an invitation for a written screening exam in January. Two weeks later, received the first round phone interview invitation from HR. I went through 4 rounds of phone interviews in the following 2 months...

    Interview Questions


  5.  

    Quantitative Analyst Interview

    Anonymous Employee in New York, NY
    Accepted Offer
    Neutral Experience
    Average Interview

    Application

    I applied through college or university. The process took 3 weeks. I interviewed at Morgan Stanley (New York, NY) in December 2016.

    Interview

    I applied through college or university.First round was the quantitative exam. Second round as phone interview. For the interview was selected out of the written quant exam. Process took around three weeks.

    Interview Questions

    • Had a phone interview from Strats and Modeling group. It was with Securitized Products Group. Questions consisted of basic bond math,some simple brain teasers   Answer Question

  6. Helpful (2)  

    Quantitative Analyst Interview

    Anonymous Interview Candidate
    No Offer
    Positive Experience
    Average Interview

    Interview

    Depending on what desk you interview with, questions vary a lot. I interviewed with three desks, and each interview had varying difficulty of questions and one only asked one easy technical question and the rest was fit. Overall very nice people; helped guide you through harder problems.

    Interview Questions

    • Write optimal program to find nth term in Fibonacci sequence   1 Answer

  7. Helpful (6)  

    Quantitative Analyst Interview

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

    Application

    I applied online. The process took a week. I interviewed at Morgan Stanley (New York, NY) in February 2015.

    Interview

    Applied online then asked to take the Quantitative Finance Exam which contains math, financial math, programming and finance. 70 questions in 60 minutes all multiple choice. Programming questions are in Java or C++, you have a choice. The questions were not hard but takes time to compute. Impossible to finish. Wrong answer gets points deduction.

    Interview Questions

  8.  

    Quantitative Analyst Interview

    Anonymous Interview Candidate in New York, NY
    No Offer
    Negative Experience
    Average Interview

    Interview

    Phone interview, then on-site.

    Interview Questions

    • What's the best unbiased estimator for a series random variables?   3 Answers

  9. Helpful (1)  

    Quantitative Analyst Interview

    Anonymous Interview Candidate
    No Offer
    Difficult Interview

    Application

    I applied online. I interviewed at Morgan Stanley in January 2014.

    Interview

    phone interview. very technical. Some questions about math and c++

    Interview Questions


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