1. Try to explain my previous projects to people in other fields with different backgrounds, why what I did in projects are interesting and useful.
2. What I learned in classes of my current school impressed me most.
3. Talk about my previous experiences in coding and numerical analysis.
I applied online. The process took 1 day. I interviewed at Morgan Stanley (Los Angeles, CA) in Nov 2012
Interview
Applied online, got an email about a written test. It was a one hour written test, covering math, finance, and probability. They claimed to hand out pencil and eraser for us in the exam but actually they didn't. I spent the first 5 minutes borrowing a pen.
Interview questions [1]
Question 1
1. If r increases for 1 basis point, how will the coupon bond price change?
2. Given a matrix, find its complex eigenvalues.
3. a programming problem, but they ask how the code is manipulated in the machine memory. omg