Quant Risk Analyst applicants have rated the interview process at UBS with 2.5 out of 5 (where 5 is the highest level of difficulty) and assessed their interview experience as 50% positive. To compare, the company-average is 59.9% positive. This is according to Glassdoor user ratings.
Here are the most commonly searched roles for interview reports -
3 rounds, 1st in person other 2 online. An hour each. Mainly financial maths and probability brain teasers. In financial maths, mostly questions on stochastic calculus. Usually for the brain teasers you have to work your way up so you start by simplifying the problem and then build up upon the complexity.
Interview questions [1]
Question 1
Derive the expectation of max of 2 brownian motion.
Applied with an MSc and was invited to take the behavioural test - it took about 20 minutes, most of the questions seemed quite obvious after reading their qualities on their website.
Interview questions [1]
Question 1
Possible day to day scenarios at work and how I would respond.
Scheduled time with HR first, and then got one phone call from their senior analyst, asked all about technical problems, coding, statistics, calculating some integration by hand, finance, derivatives, past experience, data processing, model related information, pretty hard, very detailed.