I applied in-person. The process took 4 weeks. I interviewed at MSCI (Budapest)
Interview
Typical quant finance questions, basic understanding of stochastic processes and probability theory. A couple of brain teasers, but nothing too complicated. They were helpful and nice. There was a bit too many rounds, I guess 3 technical interviews and 1 with higher management.
Interview questions [1]
Question 1
Variance of stochastic integral by bm. Quadratic variance.
The interview was fast and well-organized, with a smooth process and clear communication. The interviewer was professional and efficient, making the experience seamless and positive. Overall, a great and structured interview.
Interview questions [1]
Question 1
They asked a tricky question to assess my understanding of linear regression and how it can be estimated. It required both conceptual knowledge and practical application.
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Couple of rounds via zoom and a homework assignment, where you have a week to do it and make a short presentation about it.
The presentation is about an hour with multiple questions from their side. At least 10 people attended it.
