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      BNY

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      Risk Quantitative Analyst Interview

      26 May 2015
      Anonymous interview candidate
      New York, NY

      Other Risk Quantitative Analyst interview reviews for BNY

      Quantitative Risk Analyst Interview

      8 Jul 2015
      Anonymous interview candidate
      New York, NY
      No offer
      No offer
      Positive experience
      Average interview

      Application

      I applied through an employee referral. The process took 2 weeks. I interviewed at BNY (New York, NY) in May 2015

      Interview

      one of Anonymous friend in job board helps me forward the resume. Then I get a call from HR two days later, set up 1 hour phone interview, going thorough resume. Then I got onsite very soon. Ask some technical question and CV. Still no results。

      Interview questions [1]

      Question 1

      What's the technique to do variable selection. Garch Model, Linear Model assumption
      Answer question
      Positive experience
      Average interview

      Application

      I applied through an employee referral. The process took 1+ week. I interviewed at BNY (New York, NY) in Jul 2015

      Interview

      I got a phone interview last week then an onsite interview is settled one week after it. It took about four hours from 7 interviewers. This position does not require any finance background. I am pure statistician and they demand strong statitical skills and idea to deal with data.

      Interview questions [1]

      Question 1

      random choose two points in a line, the probability of constructing a triangle how to do variable selection how to deal with multicollinity how to deal with missing data
      Answer question