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UBS Quantitative Analyst Interview Questions

Interviews at UBS

17 Interview Reviews

Experience

Experience
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Getting an Interview
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Quantitative Analyst Interview

Anonymous Employee in New York, NY
Accepted Offer
Positive Experience
Difficult Interview

Application

I applied through a recruiter. I interviewed at UBS (New York, NY) in June 2009.

Interview

One phone interview that was very technical in nature. Once that was passed, I was flown from California to the east coast for the in-person interview. That was about 8 hours of pure technical questions on C++ and quant finance. I did well on most of it, but since I had a pure math background which involves little to no programming, my programming was weak and was only whaty I could get from reading a book with noi actual programming experience. They gave me a chance to brush up and then sent be a take home programmign exam that I did well at. Then they offered me a specially set up "inter' positions that was actually a very well paid consulting role that lasted about 9 months. I was then offered a full time role. There was also a take home quant finance exam that needed to be returned the next day, but that is no longer done there.

Interview Questions

  • Now I consider it trivial, but at the time I had not studied enough quant finance to have come across Breeden-Litzenberger results for constructing the pdf for the terminal value of an asset at some point in the future.   Answer Question

Negotiation

entry-level, so I took it!

Other Interview Reviews for UBS

  1.  

    Quantitative Analyst Interview

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

    Application

    I applied through an employee referral. The process took 4+ weeks. I interviewed at UBS (New York, NY) in March 2014.

    Interview

    Got a phone call from the recruiter one month after I applied. Met onsite with two senior managers. Talked for almost 1.5 hours. Then got no feedback.

    Interview Questions


  2.  

    Quantitative Analyst Interview

    Anonymous Interview Candidate in London, England (UK)
    No Offer
    Negative Experience
    Average Interview

    Application

    I applied online. The process took 2+ months. I interviewed at UBS (London, England (UK)) in October 2018.

    Interview

    I applied online in September and received an invitation for an interview one month later. I interviewed at UBS and the interviewers were very professional. The meeting was scheduled for 45 mins and it went far beyond that time so I assumed it was a good interview. However, I never got a reply back or any feedback about the status of my application after the interview.

    Interview Questions

    • It was a quant role so most questions were about my previous experience and how it relates to market risk, programming, etc.   Answer Question
  3. Helpful (3)  

    Quantitative Analyst Interview

    Anonymous Interview Candidate in Shanghai, Shanghai (China)
    No Offer
    Neutral Experience
    Average Interview

    Application

    I applied through college or university. The process took 4 weeks. I interviewed at UBS (Shanghai, Shanghai (China)) in April 2018.

    Interview

    Still wait for the outcome.
    First round is a Singapore Office onsite after a campus event.
    Second round is a phone call from HK,
    Third round is a phone call from HK, too. This round is the most difficult.
    The forth round and the fifth round are phone tests from Shanghai Office.
    Questions include prob, stat and practical skills, very simple algo are also covered.
    No specific programming/coding test so far.
    No knowledge about how many rounds are left.

    Interview Questions

    • Many types.
      First round: an algo in poker kind, exotic pricing, order book, internship
      Second round: linear regression, LASSO, ridge, PCA, VIF, an algo of prime number, brain teaser.
      Third round: linear regression, logistic regression, validation, some strange questions of matrix (forget most of them), many questions about internship. Introduction to the group.
      Forth round: English + Chinese, VaR, prob, option, class, etc.
      Fifth round: English + Chinese, career preference, internship, portfolio-related, index-related, etc.
      I guess last 2 rounds are from different teams and just try to allocate me. (But they may find it is so hard because I am not so qualified)   1 Answer

  4. Helpful (3)  

    Quantitative Analyst Interview

    Anonymous Interview Candidate in Shanghai, Shanghai (China)
    No Offer
    Neutral Experience
    Average Interview

    Application

    I applied through an employee referral. The process took 6 days. I interviewed at UBS (Shanghai, Shanghai (China)) in April 2018.

    Interview

    I was asked to give a personal introduction in English first, and the rest of the interview was all in Chinese. I had some questions about C++ and Black Scholes model.

    Interview Questions

    • Black Scholes model assumption   1 Answer

  5.  

    Quantitative Analyst Interview

    Anonymous Interview Candidate
    Declined Offer
    Positive Experience
    Average Interview

    Application

    I applied online. I interviewed at UBS.

    Interview

    Technical questions. The interview is quite challenging, yet not impossible to get trough.
    It starts from the telephone interview and proceeds with a few technical interviews. A strong mathematical background is required.

    Interview Questions

    • Python coding. BS pricing, brain teasers. A candidate should be able to express his thoughts in a simple language avoiding sophisticated language.   Answer Question

  6. Helpful (2)  

    Quantitative Analyst Interview

    Anonymous Employee
    Accepted Offer
    Positive Experience
    Difficult Interview

    Application

    I applied through college or university. I interviewed at UBS.

    Interview

    I had three rounds of technical interviews. The first round is to solve some stochastic calculus problems.
    The second round is with 5 interviewers, they asked questions based on what you have learned before or your experience, I've been asked about Black Scholes model, Vasicek model and how to solve different SDE.

    Interview Questions


  7.  

    Quantitative Analyst Interview

    Anonymous Interview Candidate
    No Offer
    Positive Experience

    Application

    I applied online. The process took 4+ weeks. I interviewed at UBS.

    Interview

    First there was a standard phone call with the HR. Discussing the CV, motivation, experience, checking the english level. The phone call with managers included technical questions, brain teasers, level of programming knowloegde. Very nice atmosphere, even if you dont know the answer. The feedback by mail in about a week.

    Interview Questions

    • What do you know about UBS? Definition of VAR. How can you calculate VAR?   Answer Question
  8.  

    Quantitative Analyst Interview

    Anonymous Employee
    Accepted Offer
    Positive Experience
    Average Interview

    Application

    I applied in-person. The process took 2 weeks. I interviewed at UBS in August 2015.

    Interview

    Applied directly to the team head. First casual interview about the position and then a technical interview with the whole team (5 people). Technical interview lasted about 1h45. After the technical interview the background check (vetting) was performed by the HR department. In total it lasted about 2 weeks in total.

    Interview Questions

    • How would you develop a credit rating tool? Technical stuff about my previous job experience. Minor programming questions (i.e. how would you join two tables)? A bit of statistics.   Answer Question

    Negotiation

    None, it was an internship position.


  9. Helpful (3)  

    Quantitative Analyst Interview

    Anonymous Employee in Zürich (Switzerland)
    Accepted Offer
    Positive Experience

    Application

    I applied in-person. The process took 2 days. I interviewed at UBS (Zürich (Switzerland)) in January 2011.

    Interview

    I passed first a HR interviews (motivational plus numerical test) and then I had an interview with four members of the team in person. It tooka whole day to finish

    Interview Questions


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