The process took 3 weeks. I interviewed at MSCI (Budapest)
Interview
Round One - talk with HR. Round Two - online math & probability & basic coding test. quite easy Round Three - first interview with actual team members. Very technical, lots of questions with regards to derivatives, pricing, statistics, ML and so on. About an hour long. Home assignment - was given a home assignment with a 72-hour deadline. Assignment was extensive an took up most of the time to solve. Round Four - presentation of the home assignment. Was the last round.
The process took 1 week. I interviewed at MSCI in Apr 2021
Interview
- Introduction to the company and their functions
- The role of some sections of the company
- The description of the applied position and how it is connected to the other sections
First round is the phone interview. Then, VP assigns a project which requires knowledge in pricing simple options. After that, a phone chat which asks about backgrounds.
Final round is a 1.5 hour group chat.
Interview questions [1]
Question 1
What is the difference between future and forward contract. In which case will you prefer future contract.
