I applied online. I interviewed at Morgan Stanley (Budapest)
Interview
applied online, a lot of different rounds that span over several months. In the middle there was also a hiring freeze so I did not hear back from them for 1 month.
Interview questions [1]
Question 1
valid parenthesis, multiple brainteasers from the green book
I applied online. The process took 4 weeks. I interviewed at Morgan Stanley (Budapest) in Nov 2023
Interview
1. Phone screening with HR
2. After about 10 days, first round of video-interview via Zoom. One interviewer, who asked Math questions. The one he asked me pertained to Real Analysis and Linear Algebra,
Then he went on to ask a few more questions of the probability-statistical-programming type that can be found on Quant interview books.
3. After about 10 days from last interview, new Zoom video-conference with two members of the perspective team (Interest rate curve modelling). Asked
a. to write a C++ class to perform a tricky task that probably comes up frequently in their day-to-day programming duties;
b. a question on numerical methods (find zeros of implicit equation).
Successfully coded a. and answered b., but probably took a bit too much time for a. and did not have time to code b. as well, so I was only asked to provide a verbal solution for b.
Was not selected eventually, but I felt I more than held my own
Interview questions [1]
Question 1
Monty Hall problem
C++ Calendar, DateTime, TermStructure class prototypes
Numerical solution to implicit functions (Newton-Raphson, bisection..)
Good interviews, not so easy, an assortment of statistics and programming questions. 4 interview stages all same difficulty. HR was competent but the process takes a while... Overall a good and fun experience