| Some of the most common interview questions for | | | | 7. Describe "duration" and "convexity". Describe their |
| an investment banking interview include (some are a | | | | properties and uses [Typically asked during |
| bit on the tough side but they DO come up very | | | | investment banking interviews for graduate |
| often, increasingly as a means of trimming down the | | | | investment banking jobs] |
| candidate lists as the finance graduate job market | | | | 8. Two players A and B play a marble game. Each |
| gets harsher): | | | | player has both a red and a blue marble. They |
| | | | present one marble to each other. If both present |
| 1. How many degrees (if any) are there in the angle | | | | red, A wins $3. If both present blue, A wins $1. If the |
| between the hour and the minute hands of a clock | | | | colors do not match, B wins $2. Is it better to be A |
| when the time is a quarter past three? [Typically | | | | or B, or does it matter? [Asked during interviews for |
| asked during investment banking interviews for entry | | | | quantitative finance or derivatives jobs] |
| level investment banking graduate jobs] | | | | 9. How do you "value" yourself? Here "value" means |
| 2. Find the smallest positive integer that leaves a | | | | in financial terms [Typically asked during interviews |
| remainder of 1 when divided by 2, a remainder of 2 | | | | for MBA finance jobs or experienced banking hires] |
| when divided by 3, a remainder of 3 when divided by | | | | 10. What distinguishes you from other candidates we |
| 4,... and a remainder of 9 when divided by 10 [Asked | | | | might hire? [Typically asked during investment banking |
| during interviews for quantitative finance jobs] | | | | interviews for graduate investment banking |
| 3. Two standard options have exactly the same | | | | vacancies] |
| features, expect that one has long maturity, and the | | | | 11. If you could go on a cross-country car trip with |
| other has short maturity. Which one has the higher | | | | any three people, who would you choose? Why? |
| gamma? [Typically asked during interviews for bank | | | | [Typically asked during interviews for corporate |
| derivatives trading jobs] | | | | finance / mergers & acquisitions banking jobs] |
| 4. How do you calculate an option's delta? [Asked | | | | 12. Tell be about a stock you like or hate and why |
| during investment banking interviews for derivatives | | | | [Asked by job interviewers for any accounting, |
| trading jobs] | | | | finance or job!] |
| 5. When can hedging an options position make you | | | | 13. What is the difference between default and |
| take on more risk? [Typically asked during interviews | | | | prepayment risk? [Typically asked during interviews |
| for trading jobs] | | | | for credit jobs / risk management jobs] |
| 6. Are you better off using implied standard deviation | | | | 14. How would you move mount Fuji? [Typically |
| or historical standard deviation to forecast volatility? | | | | asked during investment banking interviews for |
| Why? [Asked during interviews for quantitative | | | | consulting jobs or graduate accounting jobs] |
| finance jobs] | | | | 15. |