I applied online. The process took 2 weeks. I interviewed at Morgan Stanley (London, England) in Oct 2016
Interview
Got interviews from the rates group in London. Pure technical interviews. Both 1st round and 2nd round lasted for almost an hour filled with questions related to option pricing, numerical methods, probability, fixed income products and C++.
Interview questions [1]
Question 1
What kind of methods could be use to reduce variation in Monte Carlo?
I applied through university. I interviewed at Morgan Stanley (New York, NY) in Feb 2017
Interview
I applied online. it took two weeks. Then I attended a written exam. One week later, I got an email said that I passed the exam. Then I was scheduled two rounds of phone interview, and one onsite. Failed the last one.
The process took 1 day. I interviewed at Morgan Stanley (New York, NY) in Jan 2011
Interview
Phone interview. Several Math questions. Takes thirty minutes. First asked about whether following the market, the price of current stocks, interest rate, currency exchange rate etc. The first round was just math, by a probably low level recruiter.
Six questions in thirty minutes. The interviewer recorded my answers. Finally, let you ask questions
Interview questions [1]
Question 1
Say you have one bacterium now. In any minute, each living one has a quarter chance of dieing, a quarter of staying still, a quarter of splitting into 2, and a quarter of splitting into 3.
What is the probability of this species dieing out finally.
