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]
Question 1
1. What is numeraire and its relationship with Girsanov
2. How to price option with Montecarlo
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.
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.
I applied online. I interviewed at Morgan Stanley (New York, NY) in Jan 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...