
CACIB Quantitative Analyst Interview Questions
& Process
Real candidates share what happened, how many rounds they had,
and how the experience turned out.
Based on 7 interview experiences · FREE TO READ
Candidate interview experiences
First-hand accounts from people who interviewed at CACIB.
Quantitative Analyst
Had three in-person interviews. Ended up with no feedback at all. Total waste of time. Interviews for a securitization quantitative analyst position. Staff were very unfriendly and unprofessional. Very basic technical questions.
No confirmed questions were included in this interview report.
Quantitative Analyst
Had one onsite interview with two current analysts. The interview lasted 2 hours and included many questions about my past projects and professional experiences, as well as my CV. The last 30 minutes involved a written R test and questions on statistics, econometrics, and finance.
- What are the basic assumptions for linear and logistic regression?
Quantitative Analyst
I applied online and heard back pretty quickly to come in for an on-site interview. I was told about the internship, the stakes, and given a presentation of the team. The interview was mostly a conversation with a few questions mainly about stochastic calculus and computer science concepts.
- Cholesky decomposition method (complexity)
- Calculation of conditional expectation
- Stochastic calculus notions
CACIB Quantitative Analyst Interview Questions
Quoted word for word from CACIB interview reports.
“How would you simulate the 12th root of a matrix?”
Read reports →“What are the basic assumptions for linear and logistic regression?”
Read reports →“Calculation of conditional expectation”
Read reports →“Classical questions on Black Scholes, brainteasers, and a bit of C++”
Read reports →“We'd like to ask you some practical questions.”
Read report →“Can you tell me about your background?”
Read report →“Could you tell us about your past experience?”
Read report →Formats, difficulty and experience
Across all 7 CACIB interview reports.