Process
The first round is a take home test, mainly about option pricing and programming. The second round is a phone interview on technical questions, which focus on mathematical finance. There are basic questions about binomial tree, B-S formula, greeks, VaR etc. They are not too hard. The final round panel interview includes a presentation on a technical paper, followed by related questions and other technical questions.
Questions
How to implement black model based on B-S model? (not allowed to modify implementation, just about modification on input)
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Interview Statistics
The following metrics were computed from 1 interview experience for the MSCI Analytics QA Intern role in China.
Success Rate
MSCI's interview process for their Analytics QA Intern roles in China is incredibly easy as the vast majority of engineers get an offer after going through it.
Experience Rating
Candidates reported having very good feelings for MSCI's Analytics QA Intern interview process in China.
