UBS Quantitative Analyst Interview Questions | Glassdoor

UBS Quantitative Analyst Interview Questions

13 Interview Reviews

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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

Other Interview Reviews for UBS

  1.  

    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!


  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

  3.  

    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

  4.  

    Quantitative Analyst Interview

    Anonymous Employee in London, England (UK)
    Accepted Offer
    Positive Experience
    Average Interview

    Application

    I applied through a staffing agency. The process took 1+ week. I interviewed at UBS (London, England (UK)) in October 2015.

    Interview

    two rounds of technical interviews and then followed by an competence-based interview. all interviewers are very nice.

    two rounds of technical interviews and then followed by an competence-based interview. all interviewers are very nice.

    Interview Questions


  5.  

    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.


  6.  

    Quantitative Analyst Interview

    Anonymous Interview Candidate
    No Offer
    Positive Experience
    Average Interview

    Application

    I applied through other source. The process took 1 day. I interviewed at UBS.

    Interview

    I meet with all members of the team of four in two interview sessions. First round was all about open ended questions on how I would go on to solve some real life cases in trading strategy development. They test cased my experience regarding trading and finally they asked a programming question. Second interview was more high level with the manager and the last member of the group, again open ended questions on how I would tackle different scenario.

    Interview Questions

    • how would you combine predictors with very different predictive power and timescales?   Answer Question

  7. Helpful (2)  

    Quantitative Analyst Interview

    Anonymous Employee in Singapore (Singapore)
    Accepted Offer
    Positive Experience
    Average Interview

    Application

    I applied through college or university. The process took 2 weeks. I interviewed at UBS (Singapore (Singapore)) in January 2013.

    Interview

    AIESEC

    Interview Questions

    • Explain Black-Scholes to someone without Uni maths knowledge   Answer Question
  8.  

    Quantitative Analyst Interview

    Anonymous Employee
    Accepted Offer

    Application

    I applied through a recruiter. The process took a week. I interviewed at UBS.

    Interview

    I'll be short, and try to only state facts. I was given an offer within a week of the first interview because they I knew I had another pending offer, and UBS successfully convinced me that their position is amazing. I turned the other one down, arrange my PhD defense date, purchased the literature and software they suggested me to practice with before the start. Kept getting positive emails from them. And then got a call that they no longer need me, right after my defense.

    Interview Questions

    • Standard reasonable questions about c++, stochastic calculus, probability, volatility.   1 Answer

    Negotiation

    Got an offer, which was taken back. Wasted my time, money, other offer.


  9. Helpful (2)  

    Quantitative Analyst Interview

    Anonymous Employee in Shanghai, Shanghai (China)
    Accepted Offer
    Positive Experience
    Difficult Interview

    Application

    I applied online. The process took 3 weeks. I interviewed at UBS (Shanghai, Shanghai (China)) in March 2012.

    Interview

    1 phones+2 onsite+ 1 online test+1 phone interview from HK HR, send email to the Shanghai HR first and then get the call from HR to make an appointment to prepare for the first phone interview. The first phone interview is relatively easy and I answer all the questions but later the on-site one is much more difficult since I just finish 1 among 3 questions and the other two are finished with the help of the interviewers and they are basically very nice.

    Interview Questions

    • some probability questions and the difficulty increased step by step   Answer Question

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