I applied online. The process took 2 months. I interviewed at Morgan Stanley in Feb 2017
Interview
First round written test including everything. Including linear algebra, statistics, stochastic process, derivative and programming. Then a phone interview asking very hard probability questions and derivatives questions. I didn't solve one the probability question and received reject letter.
Interview questions [1]
Question 1
How did some very not common greeks influence options' price
I applied through university. The process took 1+ week. I interviewed at Morgan Stanley
Interview
three phones interviews with quants, asked math questions and programming questions and also questions about my projects. Once I got the offer i had to give back an answer pretty quickly.
I applied through university. I interviewed at Morgan Stanley
Interview
I have received the written exam invitation 2 months after I applied online. It's basically a group pre-test, focus on technical questions. Paper Exam with 73 questions lasts for 60 minutes. In the programming part, you can choose between Java and C++, or both, not so much about the code, but basic concepts and ideas of the programming. We have 50ish students in the 2nd section in the afternoon, they will get back to you within two weeks if you pass the exam.
Interview questions [1]
Question 1
A lot about the stochastic process, ito's lemma, Brownie Motion and probability calculation.
