
Commerzbank Quantitative Analyst Interview Questions
& Process
Real candidates share what happened, how many rounds they had,
and how the experience turned out.
Based on 5 interview experiences · FREE TO READ
Candidate interview experiences
First-hand accounts from people who interviewed at Commerzbank.
Quantitative Analyst
After submitting my cover letter and CV, I was invited for an interview. It consisted of two back-to-back interviews: a technical one and a more general one. The technical interview covered a range of topics including programming, mathematics related to my CV, and knowledge of derivatives. The general interview was more of a discussion about my experience and career aspirations. Overall, it was a positive and straightforward experience.
- Can you draw the payoffs for various option strategies?
- Describe your approach to solving the programming problem.
Quantitative Analyst
It was a face-to-face interview with 3 people, lasting about an hour. We had a quick chat about my motivations, went over my CV, discussed my school and the modules I took, and then they asked a couple of technical questions. Honestly, it felt pretty easy compared to other places in the industry. The interviewers were super friendly.
- Could you explain sorting algorithms?
- What are some hedging strategies for options?
Quantitative Analyst
Had 3 interviews plus one with HR.
- Solve dS = mu S dt + sig dw
Commerzbank Quantitative Analyst Interview Questions
Quoted word for word from Commerzbank interview reports.
“Solve dS = mu S dt + sig dw”
Read reports →“Given a chocolate bar (nxm) how many breaks does it take to have the whole bar in little pieces? (I:not allowed to line them up to break together II: allowed to line them up and break multiple ones at a time)”
Read reports →“What are some hedging strategies for options?”
Read reports →“Can you draw the payoffs for various option strategies?”
Read reports →“Could you explain sorting algorithms?”
Read report →“What do you know about the financial Greeks such as delta and gamma?”
Read report →“How would you utilize Excel functions like vlookup?”
Read report →“Can you elaborate on your master thesis?”
Read report →“Describe your approach to solving the programming problem.”
Read report →Formats, difficulty and experience
Across all 5 Commerzbank interview reports.