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      Quantitative Analyst Interview

      29 May 2019
      Anonymous employee
      London, England
      Accepted offer
      Positive experience
      Average interview

      Application

      I applied through a recruiter. The process took 1+ week. I interviewed at Investec (London, England) in Oct 2016

      Interview

      Was interviewed over two days. The questions were not difficult and mainly aimed to verify that the skills and experience stated in the CV were true. The interview was over 3 days for a total of 5 hours.

      Interview questions [2]

      Question 1

      How to price exotic options
      Answer question

      Question 2

      How to swap two numbers without using a support variable (programming)
      Answer question