Interview with Deutsche: Quantitative research

[AlexJones]

Hi guys,
I am a phd in theoretical physics. I have an interview with Deutsche bank for the position of Corporate banking and securities, Quantitative research. Nothing much is said about the position except you need strong numerical /statistical background and solid programming. My phd is entirely analytical although I had done some programming some year ago that is not my strength. Can anyone who's been to a similar interview with them tell me what kind of questions I get asked?

Also is this role the same as Quantitative analyst . Pls help me out? Don't have much of a finance background.

 

[mark_yao]

Not familiar with Deutsche bank, but normally this position requires you know probability, stochastic processes and programing. Depends on your background, it might not need you to be a rocket programmer, but some basic C++ knowledge and algorithms are needed. You might see questions like: what is the probability that the NBA finals play 7 games; a brownian motion Wt, what is the probability that W1 > 0 and W2 <0 and etc....