First is phone interview in various quant topics (Lin alg, programming, stochastic, probability) and second is case study on some finance topic like option pricing or MC simulation, with presentation.
one round phone interview covering basic ordinary differential equation, probability, statistics, Monte Carlo;
one round on-site interview on basic stochastic calculus (solution to Ornstein-Uhlenbeck, derivation of B-S equation), programming problems in easy level leetcode
Preguntas de entrevista [1]
Pregunta 1
On programming, there is one problem with the usage of virtual function; there's also a buffon's needle problem
Solicité el puesto a través de la recomendación de un empleado. Acudí a una entrevista en Wells Fargo en feb 2021
Entrevista
One round of technical phone interview, and then got invited to complete a time-limited case study (derivative pricing exercise). Submitted powerpoint + written report + code (Python/C++/Java), and then presented case study results on "Super Day" technical interview round. Then, end with a round of behavioral interview.
Preguntas de entrevista [1]
Pregunta 1
How do you speed up the convergence of a Monte Carlo simulation? Do you know anything about C++ templates / Python @classmethod decorator / how to verify the properties of a pseudorandom generator?
Also, specific questions about choices and assumptions made in case study. Presentation lasted 10-12 minutes, but Q&A lasted four times as long.