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UBS Quantitative Researcher Interview Questions and Answers

Updated 2 Jul 2024

UBS Quantitative Researcher Interview Experiences

1 interview found

Interview experience
5
Excellent
Difficulty level
Moderate
Process Duration
2-4 weeks
Result
Selected Selected

I applied via Simplify and was interviewed before Jul 2023. There was 1 interview round.

Round 1 - One-on-one 

(2 Questions)

  • Q1. Tell me about your previous experience
  • Ans. 

    I have over 5 years of experience in quantitative research, specializing in financial markets and data analysis.

    • Developed quantitative models to analyze market trends and predict future outcomes

    • Utilized statistical software such as R and Python to conduct data analysis

    • Published research papers on topics related to financial markets and investment strategies

  • Answered by AI
  • Q2. Have you ever worked with machine learning algorithms?
  • Ans. 

    Yes, I have experience working with machine learning algorithms in various projects.

    • I have implemented supervised learning algorithms such as linear regression, logistic regression, and support vector machines.

    • I have also worked with unsupervised learning algorithms like k-means clustering and principal component analysis.

    • I have experience with deep learning algorithms such as neural networks and convolutional neural n...

  • Answered by AI

Skills evaluated in this interview

Interview questions from similar companies

Interview experience
3
Average
Difficulty level
Moderate
Process Duration
-
Result
No response

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

Round 1 - Technical 

(1 Question)

  • Q1. 1) What is attention mechanism (since it was mentionned in my resume) 2) What is the sde of the Heston model? 3) What is implied volatility? 4) What is PCA (machine learning question)? 5) How matrices are...
  • Ans. 

    Answers to various quantitative research questions

    • Attention mechanism is a key component in deep learning models that allows the model to focus on specific parts of the input sequence.

    • SDE stands for Stochastic Differential Equation in the context of the Heston model used in quantitative finance.

    • Implied volatility is the market's expectation of future volatility implied by the prices of options.

    • PCA (Principal Component ...

  • Answered by AI

Interview Preparation Tips

Interview preparation tips for other job seekers - Prepare the following topics : numerical algorithms, machine learning basics, optimization, stochastic calculus.

Skills evaluated in this interview

Interview experience
5
Excellent
Difficulty level
-
Process Duration
-
Result
-
Round 1 - One-on-one 

(1 Question)

  • Q1. Finance, probability
Interview experience
3
Average
Difficulty level
Moderate
Process Duration
Less than 2 weeks
Result
Not Selected

I applied via Referral and was interviewed in Aug 2024. There was 1 interview round.

Round 1 - Assignment 

Dataset and goal of the assignment was shared. Python coding and explanation in ML was expected.

Interview Preparation Tips

Interview preparation tips for other job seekers - Write code and comments elaborately. Hyperparameter tuning and outlier treatment was asked extensively so prepare that part.
Interview experience
5
Excellent
Difficulty level
Hard
Process Duration
4-6 weeks
Result
Selected Selected

I applied via LinkedIn and was interviewed before Jul 2023. There were 2 interview rounds.

Round 1 - One-on-one 

(2 Questions)

  • Q1. Fixed income fundamentals
  • Q2. Previous job functions
Round 2 - One-on-one 

(2 Questions)

  • Q1. Previous job functions
  • Q2. Role in decision making
  • Ans. 

    Quantitative analysts play a crucial role in decision making by providing data-driven insights and recommendations.

    • Utilize statistical models to analyze data and identify trends

    • Develop quantitative strategies to optimize decision making processes

    • Collaborate with stakeholders to understand business objectives and provide relevant analysis

    • Present findings and recommendations to support informed decision making

  • Answered by AI
Interview experience
5
Excellent
Difficulty level
Moderate
Process Duration
2-4 weeks
Result
Selected Selected

I was interviewed before Apr 2023.

Round 1 - Technical 

(3 Questions)

  • Q1. Difference VaR and ES
  • Ans. 

    VaR measures the maximum potential loss within a confidence level, while ES measures the expected loss beyond VaR.

    • VaR stands for Value at Risk and measures the maximum potential loss within a specified confidence level.

    • ES stands for Expected Shortfall and measures the expected loss beyond the VaR.

    • VaR is a single point estimate, while ES provides a more comprehensive view of tail risk.

    • ES is considered more conservative ...

  • Answered by AI
  • Q2. List array difference
  • Ans. 

    List the difference between two arrays of strings

    • Loop through each element in the first array and check if it exists in the second array

    • If an element is not found in the second array, add it to the difference array

    • Repeat the process for the second array to find elements in the first array that are not in the second array

  • Answered by AI
  • Q3. Arch and garch models

Skills evaluated in this interview

Interview experience
3
Average
Difficulty level
Moderate
Process Duration
-
Result
No response

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

Round 1 - Technical 

(1 Question)

  • Q1. 1) What is attention mechanism (since it was mentionned in my resume) 2) What is the sde of the Heston model? 3) What is implied volatility? 4) What is PCA (machine learning question)? 5) How matrices are...
  • Ans. 

    Answers to various quantitative research questions

    • Attention mechanism is a key component in deep learning models that allows the model to focus on specific parts of the input sequence.

    • SDE stands for Stochastic Differential Equation in the context of the Heston model used in quantitative finance.

    • Implied volatility is the market's expectation of future volatility implied by the prices of options.

    • PCA (Principal Component ...

  • Answered by AI

Interview Preparation Tips

Interview preparation tips for other job seekers - Prepare the following topics : numerical algorithms, machine learning basics, optimization, stochastic calculus.

Skills evaluated in this interview

Interview experience
4
Good
Difficulty level
Hard
Process Duration
Less than 2 weeks
Result
Selected Selected

I applied via campus placement at Indian Institute of Technology (IIT), Roorkee and was interviewed before Jun 2023. There were 6 interview rounds.

Round 1 - Aptitude Test 

3 sections consisting maths, prob stats and CS fundamentals

Round 2 - Coding Test 

2 easy to medium-level coding questions

Round 3 - One-on-one 

(2 Questions)

  • Q1. Draw graph of x+(1/x)
  • Ans. 

    Graph of x+(1/x) is a hyperbola with two branches.

    • The graph consists of two branches, one in the first quadrant and one in the third quadrant.

    • As x approaches positive or negative infinity, the graph approaches the x-axis.

    • The graph has a vertical asymptote at x=0.

    • The minimum value of the function is 2 when x=1 or x=-1.

  • Answered by AI
  • Q2. Questions from the book xinfingzhou
Round 4 - One-on-one 

(2 Questions)

  • Q1. 3 coding questions on greedy algorithm
  • Q2. 2 coding questions on dynamic programming
Round 5 - One-on-one 

(1 Question)

  • Q1. Questions revolving quantitative finance on bonds, options and black scholes
Round 6 - One-on-one 

(1 Question)

  • Q1. Typical straight forward HR questions

Interview Preparation Tips

Interview preparation tips for other job seekers - Be quick in maths. Time given to solve every question is pretty less
Interview experience
5
Excellent
Difficulty level
-
Process Duration
-
Result
-
Round 1 - Technical 

(1 Question)

  • Q1. Past project experience
  • Ans. 

    I have worked on various quantitative analysis projects in finance, risk management, and data science.

    • Developed predictive models using machine learning algorithms

    • Conducted statistical analysis to identify trends and patterns in data

    • Implemented quantitative strategies for portfolio optimization

    • Utilized programming languages such as Python, R, and SQL

    • Collaborated with cross-functional teams to deliver actionable insight

  • Answered by AI

I applied via campus placement at Indian Institute of Technology (IIT), Chennai and was interviewed in Dec 2016. There were 4 interview rounds.

Interview Questionnaire 

2 Questions

  • Q1. The questions are coding data structures
  • Q2. How would you find a loop in a linkedlist?
  • Ans. 

    Loop in a linkedlist can be found using Floyd's cycle-finding algorithm.

    • Use two pointers, one moving at a speed of 1 and the other at a speed of 2.

    • If there is a loop, the two pointers will eventually meet at some point.

    • If there is no loop, the faster pointer will reach the end of the list.

    • Time complexity is O(n) and space complexity is O(1).

  • Answered by AI

Interview Preparation Tips

Round: Test
Experience: The questions are from expectations.
Practice probability
Duration: 1 hour

Round: Technical Interview
Experience: Questions are adaptive,I mean interviewer builds up questions basing on our answering

Skills: Data Structures and Algorithms, Mathematics, Probability And Statistics
College Name: IIT Madras

Skills evaluated in this interview

UBS Interview FAQs

How many rounds are there in UBS Quantitative Researcher interview?
UBS interview process usually has 1 rounds. The most common rounds in the UBS interview process are One-on-one Round.

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UBS Quantitative Researcher Interview Process

based on 1 interview

Interview experience

5
  
Excellent
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UBS Quantitative Researcher Salary
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₹18 L/yr - ₹36 L/yr
41% less than the average Quantitative Researcher Salary in India
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