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Topic Title: CRedit Suisse Quant exam
Created On Thu Sep 10, 09 09:59 AM
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rsp25
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Joined: Mar 2009

Thu Sep 10, 09 09:59 AM
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Hello Everyone,

I am going to take the quant exam at CS next week (They have not told me there is a test involved, but reading the Wilmott forums, I believe there is a "surprise" exam in store for me) as a part of their "lateral recruitment" process.

I was wondering if anyone had any clues/tips as to what to expect.. I beleive there are 4 parts to the exam, basic math, adv. math, fin math and programming.. Is the format still the same?

Thanks in advance!
 
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louist1013
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Thu Sep 10, 09 03:57 PM
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I took that test about 2 years ago so my memory may be a bit fuzzy... If I remember correctly, we had 2 or 3 hours to complete the exam and had to choose 3 out of the 4 sections to complete. The 4 sections were math, logic, financial math, and computer science. As I recall the math section had everything from simple geometry to "basic" diff eq and "intermediate" integration techniques. There was also some time series stuff, I think. The logic were things similar in spirit to what you can find in the Brainteasers forums, but scaled down because of time constraints (I remember I used a dynamic programming/Viterbi lattice to solve one question...). The computer science ranged from basic bug detection to O(*) stuff to sorting algos. I didnt spend time on the financial math part so I don't have much to tell you about that.
 
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rsp25
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Thu Sep 10, 09 04:59 PM
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Many thanks louist1013!
 
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khpyc
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Thu Sep 10, 09 07:10 PM
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I took it 3 years ago. In addition to what are mentioned. You will definitely find some probability teasers. Also, the fin math part would involve simple Black-Scholes questions, questions on product knowledges and may be simple strategies.
 
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