Upload Button Icon Add office photos
Engaged Employer

i

This company page is being actively managed by UBS Team. If you also belong to the team, you can get access from here

UBS Verified Tick

Compare button icon Compare button icon Compare

Filter interviews by

UBS Quantitative Analyst Interview Questions, Process, and Tips

Updated 11 Jun 2024

Top UBS Quantitative Analyst Interview Questions and Answers

View all 6 questions

UBS Quantitative Analyst Interview Experiences

2 interviews found

Interview experience
3
Average
Difficulty level
Moderate
Process Duration
6-8 weeks
Result
Not Selected

I applied via Company Website and was interviewed in May 2024. There was 1 interview round.

Round 1 - Technical 

(6 Questions)

  • Q1. What is VaR how to calculate
  • Ans. 

    VaR stands for Value at Risk, a measure used to estimate the potential loss in value of a portfolio over a specified time period under normal market conditions.

    • VaR is calculated by determining the maximum potential loss within a specified confidence level over a given time horizon.

    • There are different methods to calculate VaR, including historical simulation, parametric method, and Monte Carlo simulation.

    • For example, th...

  • Answered by AI
  • Q2. How to calculate VaR for Bonds
  • Ans. 

    VaR for bonds can be calculated using historical simulation, parametric method, or Monte Carlo simulation.

    • Historical simulation involves using historical data to calculate potential losses.

    • Parametric method uses statistical techniques to estimate potential losses based on assumptions about the distribution of bond returns.

    • Monte Carlo simulation involves generating multiple scenarios and calculating potential losses in ...

  • Answered by AI
  • Q3. What is yield is it same as coupon
  • Ans. 

    Yield is not the same as coupon. Yield is the return on investment, taking into account the current market price of the bond.

    • Yield is the return on investment for a bond, taking into account the current market price.

    • Coupon is the fixed interest rate paid by the bond issuer to the bondholder.

    • Yield can be higher or lower than the coupon rate, depending on the bond's current market price.

    • For example, a bond with a $1,000 ...

  • Answered by AI
  • Q4. If you want to check if an OLS is best fit how would you quantify
  • Ans. 

    To quantify if an OLS is the best fit, one can use metrics like R-squared, adjusted R-squared, AIC, BIC, and F-statistic.

    • Calculate the R-squared value - a higher R-squared indicates a better fit

    • Calculate the adjusted R-squared value - it penalizes for adding unnecessary variables

    • Check the AIC and BIC values - lower values indicate a better fit

    • Analyze the F-statistic - a significant F-statistic suggests the model is a g

  • Answered by AI
  • Q5. If there are 2 time series model how to check if both have same distribution
  • Ans. 

    Use statistical tests like Kolmogorov-Smirnov test or Anderson-Darling test to compare the distributions of the two time series models.

    • Apply Kolmogorov-Smirnov test to compare the cumulative distribution functions of the two time series models.

    • Use Anderson-Darling test to compare the empirical distribution functions of the two time series models.

    • Plot histograms of the two time series models and visually inspect for sim

  • Answered by AI
  • Q6. Is duration adjustment always +ve or -ve
  • Ans. 

    Duration adjustment can be positive or negative depending on the direction of interest rate movement.

    • Duration adjustment is positive when interest rates decrease, leading to an increase in bond prices.

    • Duration adjustment is negative when interest rates increase, resulting in a decrease in bond prices.

    • Investors use duration adjustment to hedge against interest rate risk in their portfolios.

  • Answered by AI
Interview experience
3
Average
Difficulty level
Easy
Process Duration
Less than 2 weeks
Result
Selected Selected

I applied via Company Website and was interviewed in Apr 2023. There were 2 interview rounds.

Round 1 - Resume Shortlist 
Pro Tip by AmbitionBox:
Keep your resume crisp and to the point. A recruiter looks at your resume for an average of 6 seconds, make sure to leave the best impression.
View all tips
Round 2 - Technical 

(3 Questions)

  • Q1. Walk me through your resume
  • Ans. 

    I have a strong background in quantitative analysis and have worked on various projects in the field.

    • Bachelor's degree in Mathematics with a focus on statistics

    • Internship at XYZ Investment Bank, where I developed quantitative models for risk assessment

    • Led a team of analysts to develop a trading algorithm that outperformed the market by 10%

    • Published research paper on machine learning techniques for financial forecasting

    • ...

  • Answered by AI
  • Q2. Why this particular role
  • Ans. 

    I am passionate about using quantitative analysis to solve complex problems and make data-driven decisions.

    • I have a strong background in mathematics and statistics, which are essential skills for a quantitative analyst.

    • I enjoy working with large datasets and using statistical models to uncover patterns and insights.

    • I am excited about the opportunity to apply my analytical skills to financial markets and investment stra...

  • Answered by AI
  • Q3. Why do you want to join us
  • Ans. 

    I am passionate about quantitative analysis and believe that joining your team will provide me with the opportunity to apply my skills and contribute to meaningful projects.

    • I have a strong background in mathematics and statistics, which are essential for quantitative analysis.

    • I am excited about the prospect of working with a team of experienced quantitative analysts and learning from their expertise.

    • Your company has a ...

  • Answered by AI

Interview Preparation Tips

Interview preparation tips for other job seekers - prepare CV well

Quantitative Analyst Interview Questions Asked at Other Companies

Q1. How would you approach the implementation of a new financial prod ... read more
asked in UBS
Q2. If there are 2 time series model how to check if both have same d ... read more
asked in UBS
Q3. If you want to check if an OLS is best fit how would you quantify
Q4. Probability and distributions, complete definition and explanatio ... read more
asked in UBS
Q5. What is yield is it same as coupon

Interview questions from similar companies

I applied via Naukri.com and was interviewed before Feb 2021. There was 1 interview round.

Round 1 - One-on-one 

(1 Question)

  • Q1. Be well prepared for technical round as this will be a make or break for you

Interview Preparation Tips

Topics to prepare for HSBC Group Business Analyst interview:
  • Technical
Interview preparation tips for other job seekers - Prepare well for technical round

Interview Questionnaire 

1 Question

  • Q1. It was mostly about the instrument reference data and typical business analyst question about change management, BRD, Agile and technology we use.

I applied via Walk-in and was interviewed before Jul 2021. There was 1 interview round.

Round 1 - One-on-one 

(1 Question)

  • Q1. What are the types of derivatives?
  • Ans. 

    Derivatives are financial instruments that derive their value from an underlying asset or security.

    • Types of derivatives include futures, options, swaps, and forwards.

    • Futures are contracts to buy or sell an asset at a predetermined price and date.

    • Options give the buyer the right, but not the obligation, to buy or sell an asset at a predetermined price and date.

    • Swaps involve exchanging cash flows based on different finan...

  • Answered by AI

Interview Preparation Tips

Interview preparation tips for other job seekers - Prepare on Derviatives and structure of funds.

I applied via Campus Placement

Interview Preparation Tips

Round: Resume Shortlist
Experience: My resume had a couple of projects and a paper publication added to it, which was a part of my second year intern at TCS Innovation Labs.

Tips: I believe that the resume shortlist to appear for the test is just a formality and not a big deal to get through. Most of the students are allowed to appear for the test which is where, the main shortlisting occurs.
Although, the company does cut off people from certain departments. For example, none of the Agriculture and food engineering students were shortlisted for appearing for the test.
Also, from what I have heard, the company runs resumes through a program to take out the shortlist. Hence, certain key words such as "Scholar" or "Conference" may get you a good chance to get through the shortlisting.

Round: Test
Experience: The test is mainly quant based and how fast you can think and rationalize. They expect excellent speed; they ask you 20 questions to be answered in 30 minutes.
Tips: Normally, if a student is asked to appear for this right after his JEE examination, he would be able to get through it easily. But since our analytical thinking goes way down once we actually get in, it has to be worked upon again. I'd suggest you to solve all the quant questions of any CAT preparatory book for the American Express test. The test questions are quite similar to those that the CAT students prepare for.

Round: Technical Interview
Experience: In general, the American Express interviews are considered to be pretty peaceful compared to the interviews of other companies. I was just asked about my work at TCS Innovation Labs and the paper I would be publishing based on that work and the courses I have done in Data Analytics and what all do I know in it. They do not test the knowledge you say you possess.
Tips: While I was preparing for my interview, I was told to read about Amex and its products. Secondly, and most importantly, I was aksed to read a lot about credit card frauds and suggest ways of preventing that. Even during my time, a lot of people were asked about this and judged severely on that. This is a must must if you would be appearing for its interview.

Also, you would do well if you are able to connect with the interviewer. For instance, if both of you have been a part of the same inter IIT or have the same tastes, etc.

Also, the interviews are that peaceful that you are able to direct the interview in your favour. There are certain parts of your CV that you can easily talk about and certain parts that you would want to avoid. If you are able to think on your feet, it is easy to re direct the interview in your favour and the things that you would like to talk about; in my case, it was my work at TCS.

Round: Puzzle Interview
Experience: The main decision whether you have to be taken in or not is decided in your first round of interview after which, the puzzle interview is just a formality and to find out whether you are able to think on your feet or not. Not a big deal, pretty easy.
Tips: Nothing to be worried about, the puzzles asked are pretty easy and most probably, you would have already heard them if you have a nag of solving puzzles.

General Tips: Do not worry or stress yourself much. The interview is pretty easy if you have an edge in the skills that the company wants. I had started studying Data Analytics in my second year summer vacations, just 1 hour a day for hardly about a month. Which gave me enough of an edge. The main hurdle lies in getting through the test round where about 300 people are simply cut off.
Skill Tips: You should be able to code efficiently. Knowledge in Python and SQL is a big plus.
Also, I had done a course on Coursera called "Machine Learning" of Stanford University. Today, the company does not expect a lot of knowledge in Data Analytics from students which is why this course gave me the edge I needed to get through the interview. It's a pretty easy course and not very demanding. I would recommend this if you want to find out even whether you'd be interested in Data Analytics or not.
I was asked about the things I know and whether I have ever implemented them.
Skills: Analytics And Coding
Duration: 2
College Name: IIT Kharagpur
Motivation: American Express is known to have a good working culture and is currently the third best company to work for in India. The internship stipend is largest compared to any other company in India along with accommodation and travel. The company has a well structured internship program and also has good challenging work to offer.
Funny Moments: After the test, I was not shortlisted for the interview round.. Which broke my heart.
Just after the presentation, I walked up to the person presenting and handed him a hard copy of my resume asking him to at least give me a shot at the interview if they think my profile is good enough.
I believe that this was a turning point of this entire experience. I believe, at that moment itself, I gained their favour to take me in. Which is probably why my interview was peaceful, which is probably why I could get through even though my interview was the last among a bunch of 25 students..

I appeared for an interview in Jan 2017.

Interview Questionnaire 

3 Questions

  • Q1. 1. Why do you want to join Citi?
  • Ans. 

    I want to join Citi because of its global presence, strong reputation, and opportunities for growth.

    • Citi is a global company with a presence in over 100 countries, which provides an opportunity to work with diverse teams and gain international exposure.

    • Citi has a strong reputation in the financial industry, known for its expertise and innovative solutions.

    • Citi offers excellent career development opportunities, includin...

  • Answered by AI
  • Q2. 2. Why do you want a career in banking? And not consulting or finance?
  • Ans. 

    I am interested in a career in banking because of the opportunities for growth, the dynamic nature of the industry, and my passion for financial analysis.

    • Opportunities for growth: Banking offers a wide range of career paths and opportunities for advancement. I am excited about the potential to develop my skills and progress within the industry.

    • Dynamic nature of the industry: Banking is constantly evolving, with new tec...

  • Answered by AI
  • Q3. 3. How has the Indian Economy performed in the past 2 years?
  • Ans. 

    The Indian economy has experienced mixed performance in the past 2 years.

    • GDP growth rate has fluctuated

    • Demonetization and GST implementation impacted the economy

    • Unemployment rate has been a concern

    • Inflation has remained relatively low

    • Foreign direct investment has increased

    • Agricultural sector faced challenges due to weather conditions

  • Answered by AI

Interview Preparation Tips

Round: Resume Shortlist
Experience: My resume had gotten shortlisted for the profile of an Analyst. This was the first stage.

Round: Group Discussion
Duration: 20 minutes

College Name: Lady Shri Ram College

Interview Preparation Tips

Round: Test
Experience: There were 25 MCQs and 2 case studies (one was guesstimate and other was a strategy case).

Round: Other Interview
Experience: We had 4 rounds of interviews, each lasting for about 15 minutes. In each one, they asked something from the resume and some puzzles, probability questions and this was again because I told them I like Maths. Last one was telephonic and they asked me about my family background.

General Tips: Be yourself. Prepare everything from your resume. Take a good sleep before the interview. Don't pretend to be over-smart and DO NOT argue with them.
Skills: Puzzle solving skills, Probability
College Name: IIT KANPUR

Interview Questionnaire 

1 Question

  • Q1. Probability based optimization problem
  • Ans. 

    Probability based optimization problem

    • Probability based optimization problems involve finding the optimal solution considering uncertain outcomes

    • These problems often require the use of mathematical models and statistical analysis

    • Examples include portfolio optimization, resource allocation, and production planning

    • Solving such problems involves determining the probabilities of different outcomes and optimizing the decisi

  • Answered by AI

Interview Preparation Tips

Round: Test
Experience: Basic CAT level questions of Data Sufficiency
Tips: CAT preparation would help. Strong basics in High school mathematics needed, along with some smart thinking at times.
Duration: 30 minutes
Total Questions: 50

Round: Case Study Interview
Experience: 15 minutes given for an almost impossible to get an answer problem. Later asked to explain your solution. The approach matters much much more than the final answer.
Tips: Be cool, think basics. Don't forget elementary things that units conversion, unitary methods, probability distributions etc. If while explaining, you realize you actually made a mistake while attempting the problem, acknowledge it and explain the correct approach from there on, rather than trying to disguise your mistake.

Round: Technical Interview
Experience: Things like, why Citi, prior experience with data analytics, examples from real life for mathematical concepts highlighted in Resume. Some general awareness related questions asked!
Tips: Be thorough through the resume. Act smart and reply what they want to hear. It's okay to ask them for a few minutes in case you want to think before answering something rather than mumbling what comes to your mind first!

Round: HR Interview
Experience: Again things like why Citi, why analytics. This round seemed more out of formality than for selection.

General Tips: Keep calm, and take the interview as a conversation - unless it's a stress interview. Always take your time and think before you answer anything rather than mumbling out the first thing that comes to your mind.
Skills: Probability, Statistics, Analytical skills
College Name: IIT MADRAS
Motivation: Needed a break into the Finance sector!

Analyst Interview Questions & Answers

Citicorp user image Parva Goyal

posted on 28 Jan 2015

Interview Preparation Tips

Round: Test
Experience: There were 25 MCQs. This was followed by 2 case studies, one guess estimate and the other was strategy case.

Round: Interview
Experience: It was for about 15 minutes. There were 4 such rounds. Questions were asked from resume, Some puzzles and questions on probability were asked because I told them that I like mathematics.

Round: Interview
Experience: This was over the telephone. They asked about my family background.

General Tips: Be yourself. Prepare from your resume thoroughly.
Have enough sleep before your interview as this will affect your performance.
Do not pretend to be over-smart, and DO NOT argue.
And lastly, prepare well, as in the end, it will all seem worth your efforts.
College Name: IIT KANPUR

UBS Interview FAQs

How many rounds are there in UBS Quantitative Analyst interview?
UBS interview process usually has 1-2 rounds. The most common rounds in the UBS interview process are Technical and Resume Shortlist.
How to prepare for UBS Quantitative Analyst interview?
Go through your CV in detail and study all the technologies mentioned in your CV. Prepare at least two technologies or languages in depth if you are appearing for a technical interview at UBS. The most common topics and skills that interviewers at UBS expect are Python, C++, SQL, Agile Coaching and Analytical Skills.
What are the top questions asked in UBS Quantitative Analyst interview?

Some of the top questions asked at the UBS Quantitative Analyst interview -

  1. If you want to check if an OLS is best fit how would you quant...read more
  2. If there are 2 time series model how to check if both have same distribut...read more
  3. What is yield is it same as cou...read more

Tell us how to improve this page.

UBS Quantitative Analyst Interview Process

based on 2 interviews

Interview experience

3
  
Average
View more

Interview Questions from Similar Companies

Wells Fargo Interview Questions
3.8
 • 579 Interviews
Citicorp Interview Questions
3.7
 • 573 Interviews
HSBC Group Interview Questions
3.9
 • 487 Interviews
American Express Interview Questions
4.2
 • 365 Interviews
BNY Interview Questions
3.9
 • 349 Interviews
Morgan Stanley Interview Questions
3.6
 • 293 Interviews
FactSet Interview Questions
3.9
 • 208 Interviews
View all
UBS Quantitative Analyst Salary
based on 53 salaries
₹10 L/yr - ₹29 L/yr
At par with the average Quantitative Analyst Salary in India
View more details

UBS Quantitative Analyst Reviews and Ratings

based on 4 reviews

4.5/5

Rating in categories

4.0

Skill development

4.8

Work-life balance

4.6

Salary

4.5

Job security

4.8

Company culture

3.9

Promotions

3.3

Work satisfaction

Explore 4 Reviews and Ratings
Associate Director
3.4k salaries
unlock blur

₹14.8 L/yr - ₹53.5 L/yr

Assistant Vice President
2.3k salaries
unlock blur

₹16 L/yr - ₹49 L/yr

Authorized Officer
1.8k salaries
unlock blur

₹9.7 L/yr - ₹29.1 L/yr

Exempt NON Officer
1.5k salaries
unlock blur

₹6.8 L/yr - ₹29.1 L/yr

ENO
1.3k salaries
unlock blur

₹7 L/yr - ₹25 L/yr

Explore more salaries
Compare UBS with

Wells Fargo

3.8
Compare

JPMorgan Chase & Co.

3.9
Compare

HSBC Group

3.9
Compare

Cholamandalam Investment & Finance

3.9
Compare
Did you find this page helpful?
Yes No
write
Share an Interview