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      Quantitative Risk Analyst Interview

      5 May 2021
      Anonymous interview candidate
      Zürich
      No offer
      Negative experience
      Difficult interview

      Application

      I applied online. The process took 4 weeks. I interviewed at UBS (Zürich) in May 2021

      Interview

      The interview was very difficult. they asked a lot of by heart questions about mathematical definitions, which I all knew from somewhere but did not remember by heart. A very finance approach to math, where only definitions matter, and in the end very few mathematical reasoning is involved.

      Interview questions [4]

      Question 1

      In OOP, what is a virtual class?
      Answer question

      Question 2

      What are the properties of a WSS process?
      Answer question

      Question 3

      What are the assumptions made my an OLS model?
      Answer question

      Question 4

      Describe MLE and compute the mean and variance of a given model.
      Answer question
      3

      Other Quantitative Risk Analyst interview reviews for UBS

      Quantitative Risk Analyst Interview

      25 Oct 2022
      Anonymous interview candidate
      Kraków
      No offer
      Positive experience
      Average interview

      Application

      I applied online. The process took 2 weeks. I interviewed at UBS (Kraków) in Jan 2022

      Interview

      Initial interview included review of resume and related experience (particularly quantitative experience and programming). Clarified what the position entailed and left room for asking questions. Some specific questions to that experience, then some general statistics/econometrics assumption questions as well as a probability/expected value teaser question.

      Interview questions [1]

      Question 1

      They seemed tailored to my experience, so for an econ background they might ask: Describe multicollinearity and heteroscedasticity. For more programming background they might ask best practices etc.
      Answer question
      2

      Risk Quantitative Analyst Interview

      13 Jul 2020
      Anonymous employee
      Accepted offer
      Positive experience
      Average interview

      Application

      I interviewed at UBS

      Interview

      I applied one month ago, and I got a phone call from the recruitment team. three rounds of video interviews, interviewers were nice and friendly. the tech ability and communication ability are important

      Interview questions [1]

      Question 1

      first round: behavior second round: tech, including stochastics, math, statistics, and a little programming third round: tech
      Answer question
      1

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