I applied through other source. I interviewed at Nomura (London, England) in Jan 2020
Interview
The process involve a technical interview mainly on probability theory, statistics, stochastic calculus and option pricing. Questions: - Define Brownian motion - what is a martingale - Is W_t^2 - t a martingale - what is the price of a call under Black-Scholes model
Other Quantitative Analyst interview reviews for Nomura
call with HR then with team followed by a coding test. Found it difficult. Asked basis questions on sql. Did not hear back after it. Did not ask about finance
I applied online. The process took 4 weeks. I interviewed at Nomura (London, England) in Feb 2021
Interview
Multiple phone screens with team members on the hiring team/group. Content and questions related to aptitude and broad underlying principles required for the job, with plenty of time to ask my own questions. Was eventually ghosted after third screen and didn’t hear back.
Interview questions [1]
Question 1
NDA on specifics but commonly used theories/principles
