Ho presentato la mia candidatura tramite l'università. Ho sostenuto un colloquio presso Deutsche Bank (New York, NY) nel mese di ott 2025
Colloquio
First Round is on site OA, where we completed several questions about stochastic calculus, Probability, Normal Distribution within 2 hours.
The Second Round is a online tech interview with a team member, mainly on resume questions and programming knowledge and derivatives
Domande di colloquio [1]
Domanda 1
If we have a delta neutral strategy and when the stock price is down, do we need to buy of sell stocks to maintain delta neutral?
Entry level interview.
5 rounds of interview + HR interview. Interviewers were nice and gave hints when stuck.
Mainly focused on probability, statistics, coding and a little bit of finance
doing mathematical problems set, including 12 problems, mainly about stochastic calculus and option pricing, swap\rate are also concluded. To be more detailed, local volatility like smile skew and American Option will be a challenge.
Ho presentato la mia candidatura online. La procedura ha richiesto 3 settimane. Ho sostenuto un colloquio presso Deutsche Bank (Londra, Inghilterra) nel mese di nov 2025
Colloquio
Phase 1: examen papier
Phase 2: Assesment center à Londres : lecture d'article pendant une heure suivi de deux entretien techniques avec des membres de l'équipe, un des deux entretien porte en partie sur le contenu de l'article
Phase 3: entretien RH
Domande di colloquio [1]
Domanda 1
Calculer la probabilité d'atteindre une limite pour un mouvement brownien avec un drift