MSCI Quantitative Analyst Interview Questions
& Process
Real candidates share what happened, how many rounds they had,
and how the experience turned out.
Based on 10 interview experiences · FREE TO READ
Candidate interview experiences
First-hand accounts from people who interviewed at MSCI.
MSCI
Quantitative Analyst
Mid Difficult Positive experience Accept offer 5 rounds
Interview process
Recruiter call Technical screen Onsite Take home Presentation
Interview formats
Technical Coding Presentation
The interview process started with a chat with HR. Next, there was an online test covering math, probability, and basic coding, which wasn't too hard. After that, I had my first interview with the team. It was very technical, focusing on derivatives, pricing, statistics, and ML, lasting about an hour. Then I received a home assignment with a 72-hour deadline; it was quite involved and took a lot of time to complete. The final round was presenting my home assignment.
Confirmed questions0 questions
No confirmed questions were included in this interview report.
MSCI
Quantitative Analyst
Entry Average Positive experience No offer 2 rounds
Interview process
Recruiter call Technical screen
Interview formats
Behavioral Technical Coding
There were 2 rounds of interviews. The first was a resume walkthrough with HR, lasting about 30 minutes. She asked questions from my resume and also about my interest in MSCI, future goals, and willingness to relocate. The second round was a technical interview, also about 30 minutes. The interviewer asked about option pricing, stochastic processes, portfolio management, and programming. The questions were pretty basic, but I wasn't well-prepared and didn't do well. The interviewer was very nice, though.
Confirmed questions8 questions
- Could you walk me through your resume?
- Why are you interested in MSCI?
- What are your future career goals?
MSCI
Quantitative Analyst
Entry Average Neutral experience No offer 3 rounds
Interview process
Recruiter call Phone screen Take home Technical screen
Interview formats
Behavioral Technical Coding
I applied online and after a couple of weeks, I got an HR phone interview. It was okay and focused on my past roles and why I want to join. They also gave me a simple maths test. The next round was also a phone call with two managers, and it went pretty well. The first part was a chat about the company's business, with questions about indexes and portfolio management. The second part got a bit more technical, covering portfolio theory and stochastic calculus. Then came a remote coding assignment, which I think went really badly. The task was awful and not analytical at all. Using C++ for parsing and comparing Excel files seemed like a bad idea in practice. Plus, the screen-sharing tool was slow and awkward. I got rejected after that, which is fine if that's the job, I'm glad I didn't get it.
Confirmed questions1 question
- What are some characteristics of the Wiener process?
MSCI Quantitative Analyst Interview Questions
Quoted word for word from MSCI interview reports.
“What are some characteristics of the Wiener process?”
Read reports →“What is quadratic variance?”
Read reports →“Can you explain the variance of a stochastic integral with respect to Brownian motion?”
Read reports →“Could you explain linear regression and its estimation methods?”
Read reports →“Could you explain the difference between a future and a forward contract, and when you might choose a future contract over a forward contract?”
Read report →“Describe the theoretical and practical aspects of estimating linear regression.”
Read report →“Can you solve some basic probability theory puzzles?”
Read report →“Were there any brain teasers?”
Read report →“Why are you interested in MSCI?”
Read report →Formats, difficulty and experience
Across all 10 MSCI interview reports.