J'ai postulé via un établissement d'enseignement supérieur ou universitaire. J'ai passé un entretien chez Morgan Stanley (New York, NY) en sept. 2020
Entretien
Friendly interviewer, most about projects in statistics and asked some statistics basic concepts. I waited for a long time (almost 2 months) until the next step, which was a rejection.
J'ai postulé en ligne. Le processus a pris 1 semaine. J'ai passé un entretien chez Morgan Stanley (Budapest) en juil. 2024
Entretien
Interviewers were kind and patient. It was a 45min test "interview" online.
Evaluated probability, math, statistics, finance and programming.
I wasn't given any info about the content of the evaluation I supposed because this are things you just don't learn for the interview.
My advice to you: be aware of your limitations but also acknowledge that this tests are not a reflect of your capabilities. Not knowing how many zeros are there in 20! (factorial) is not an indication that you'll suck in this job.
Personally I was roasted in this evaluation but I think I'll be ok. I hope this won't happen to you too. So, here are the test questions.
Questions d'entretien [1]
Question 1
1. Probability using dice. Roll 2 dice what is the prob of getting 4?
2. Correlation of x=2y (in depth reasoning about correlation and ols assumptions)
3.Expected value: formula and definition
4.Financial instruments characteristics and differences.
5.Greeks
6.Data structures and algorithms.
7.cherry on the top: brain teasers with factorial numbers.
I applied to MS online and received the online assessment next day. The OT was not hard and I got both part above average. After 2 weeks I received the first stage phone interview.
J'ai passé un entretien chez Morgan Stanley (Budapest)
Entretien
First we made an introductary interview, after that we talked a few minutes. Few days later they asked me some important information. In the nexy step I asked them about the firm, about my future roles.
Questions d'entretien [1]
Question 1
4. What is your greatest strength in the workplace?