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Updated weekly · Last refresh Sep 24

Nomura Quantitative Analyst Interview Questions

The questions to prepare for a Nomura Quantitative Analyst interview. Questions from real interview reports rank first. Updated daily.

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1
Statistics & ProbabilityStart here. 11 questions · ~92 min
Expected Value With Re-throwMedium

Assesses expected value reasoning and optimal decision-making under uncertainty.

Expected ValueNomura
Stick Broken Into Three PiecesMedium

Evaluates modeling and probability reasoning for continuous random processes.

probabilityNomura
Monte Carlo Pi EstimationMedium

Tests ability to design and explain a Monte Carlo estimator for a classic probability problem.

EstimationNomura
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2
Finance & Accounting4 questions · ~33 min
Assumptions Behind the Black-Scholes ModelMedium

Evaluates conceptual grasp of Black-Scholes assumptions and their impact on model validity.

assumptionsNomura
Derivative Pricing With Stochastic CalculusHard

Assesses understanding of stochastic calculus concepts applied to derivative pricing.

Nomura
DJI Trading TodayMedium

Assesses practical data sourcing and market awareness relevant to Nomura’s investment and asset management work.

market analysisNomura
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3
Coding5 questions · ~42 min
Cubic Root in Log TimeMedium

Tests algorithmic thinking and complexity-aware numerical methods.

AlgorithmsNomura
Time Complexity ExplanationMedium

Assesses ability to analyze algorithmic complexity and justify performance tradeoffs.

Codingtime complexityNomura
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4
More topics2 questions · ~17 min
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