
Natixis Quantitative Analyst Interview Questions
& Process
Real candidates share what happened, how many rounds they had,
and how the experience turned out.
Based on 9 interview experiences · FREE TO READ
Candidate interview experiences
First-hand accounts from people who interviewed at Natixis.
Quantitative Analyst
Il y a plusieurs entretiens qui peuvent avoir lieu, et tout est encore en cours. Vous pouvez réussir si vous montrez que vous avez des connaissances dans le domaine de l'analyse quantitative et que l'entreprise vous intéresse beaucoup.
- Tell me about your background in detail.
Quantitative Analyst
I had an HR interview, then an interview with my future manager (n+1) that wasn't very technical. After that, there was a technical interview with team members, followed by an interview with n+2 which was a mix of technical and HR. Finally, I had a written English test and an oral English test.
- Could you explain your job in simple terms, as if to a child or your grandmother?
Quantitative Analyst
Interview for a quantitative analyst internship. Python test to be completed, maximum 4 hours to do the test. The python test was quite simple
- Could you explain call put parity?
Natixis Quantitative Analyst Interview Questions
Quoted word for word from Natixis interview reports.
“What is the Dupire model (determine the local volatility formula)?”
Read reports →“What is the payoff of a call spread and its delta?”
Read reports →“What is change of numeraire?”
Read reports →“Could you explain call put parity?”
Read reports →“Can you provide a simple numerical method for approximating pi?”
Read report →“What is a path dependent option, and can you provide an example?”
Read report →“Can you explain the Black Scholes model?”
Read report →“Tell me about your experience with C++.”
Read report →“Could you explain your job in simple terms, as if to a child or your grandmother?”
Read report →Formats, difficulty and experience
Across all 9 Natixis interview reports.