Ok Christopher, sorry about the late update.. I was distracted by personal matters
First of all,
this is pretty much a repeated version of what was in the forum in the past. For specific questions, I suggest you search Baruch interview questions on this site, you should find plenty.
Sadly, I was denied, evidently because I did not do a good job on the second interview.. on the probability theories part, I think. I am preparing for other interviews, assuming that they do invite me to interview
The interviews (there are two, as you would probably know) are purely technical, and for me, they covered:
Finance, Models used in FE, Prob. Theory, Programming
But I am certain that for other students, Mathematics / Numerical Methods would also be a topic. (Personally, I focused on ODEs and B-S models while I was preparing, but they were not on my interview.. bad luck, or just the fact that I had ODE and Financial Mathematics in my transcript.) From my experience, the topics covered are the ones not on your resume and transcript. I did not have a C++ and Prob. Theory related materials on them, so the professors would ask me first whether I have any experience in those fields, and ask me simple questions after.
I (and many others on the forum) wrote that the interview is challenging, but I think this is because the interview covers many topics (but this is natural since FE requires many backgrounds). Individual questions are not that hard, but if you only have Bachelor's degree, it is probably the case that you have missed one of the topics so that it would feel hard for you.
The questions are not that hard to solve if they were on paper exam, since probably the interview is not that long, so you would only have 2~4 min. on each questions. But... yeah, interviews are not paper exam and I got too nervous.
My advice is to go through
prob(distribution and expectation stuff)
math(linear algebra (matrix), ODE, calculus - diff, int, Taylor)
programming(theoretical concepts and basic components used in programming)
finance(concepts of financial instruments, like IRS, Futures and Forward, PC parity..)
financial model (binomial, B-S)
before you have the interview, but do not go too deeply into one subject. On math and prob. theories, you need to solve some basic problem sets so you would be prepare to "toy" with the concepts that you know. (For example, you need to be able to solve problems like: calculate the pdf of (X+Y)/X, where X, Y are i.i.d exp. dist.) You need to solve the problems (and they are not that hard, assuming that you have studied them in the past... it may not be trustworthy of a denied candidate to say that they are not that hard, but trust me
I could easily solve them the day after I had my interview when I was alone...lol sounds a lot like excuse) based on what you know.
And... don't get nervous. It is going to make you look like you have low communication capabilities
Oh, don't be afraid to say "I don't know".. they would ask you another question related to the larger topic
Anyway, good luck and I hope my answers were not that late. Remember, I was denied, so I suggest you find past threads on this subject.
. Well, at least that is what I felt from my experience.
hope it turns out well, the program certainly seems great and I would not want to miss such a good opportunity to study in that program..
