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      Deutsche Bank

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      Treasury Quantitative Analyst Interview

      Nov 4, 2024
      Anonymous Interview Candidate
      New York, NY
      No offer
      Neutral experience
      Easy interview

      Application

      I applied through an employee referral. I interviewed at Deutsche Bank (New York, NY) in Oct 2024

      Interview

      Phone call from HR to discuss your background, ask if you have any questions about the role. Touch-based on what happening next. Only mention there is a programming question but not on coding platform. But the HR did not mentioned much more whether it is a discussion on your resume or traditional quant questions about finance and probability.

      Interview questions [3]

      Question 1

      Tell me about the duration. What is the duration for a 5 year interest swap. Assuming we pay fixed and receive floating. What is a duration for a 5 year ZCB.
      Answer question

      Question 2

      Given a bounded list between 0 and 100, find the one with the max frequency.
      Answer question

      Question 3

      Easy Rolling dice problem with expectation calculation
      Answer question

      Deutsche Bank interviews FAQs

      • Common stages of the interview process at Deutsche Bank as a Treasury Quantitative Analyst according to 1 Glassdoor interviews include:

        Phone interview:  33%

        One on one interview:  33%

        Skills test:  33%

      • Here are the most commonly searched roles for interview reports -

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        15. AVP-Operations(117) .


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