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November 2026 Investment Banking
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Evercore 01 99.5%
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Moelis & Company 01 99.0%
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JPMorgan 01 98.4%
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Guggenheim Partners 02 97.9%
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Morgan Stanley 06 97.4%
Overall Employee Satisfaction
November 2026 Investment Banking
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Moelis & Company No 99.5%
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Morgan Stanley 02 99.0%
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Evercore 01 98.4%
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Banco Santander 04 97.9%
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BMO Capital Markets 13 97.4%
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November 2026 Investment Banking
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Evercore 01 99.5%
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Moelis & Company 01 99.0%
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Morgan Stanley 05 98.4%
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Goldman Sachs 01 97.9%
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JPMorgan No 97.4%
Total Avg Compensation
November 2026 Investment Banking
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Vice President (17) $409
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Associates (58) $261
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3rd+ Year Analyst (8) $210
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2nd Year Analyst (29) $183
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Intern/Summer Associate (16) $161
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1st Year Analyst (84) $151
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Intern/Summer Analyst (77) $101
16 IB Interviews Notes
“... there’s no excuse to not take advantage of the resources out there available to you. Best value for your $ are the...”
Leaderboard
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99.0 |
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98.9 |
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98.9 |
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98.9 |
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98.9 |
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98.9 |
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98.8 |
From 10 rejections to 1 dream investment banking internship
“... I believe it was the single biggest reason why I ended up with an offer...”
I thought we were talking about Frats based on the title.. Guess not.
Delta: change in the option price for a change in the underlying (like speed in physics) Vega: change in the option price for a change in the implied vol Gamma: change in the delta for a change in the underlying (like acceleration in physics)
I would suggest that you sit down and study the charts of how these (and other Greeks) change for a given change in the underlying and be able to recreate each of the charts to better understand how they interact with one another.
Dont really like to push my own stuff, but if you are stuck for time check out my interview guide. Wont say more, others who have used in can chime in with reviews if they want.
You'll need to know all first order (Delta, Vega, Theta, Rho) and Gamma. If you are doing exotics you might need something more, typically correlation and x-gamma. You can look up what they measure. As to how, they are mathematical derivatives. You also need to think about the relationships between them (like if delta changes if there's a change in implied vol) although there are other greeks for that. You also need to think about how the greeks change as spot moves across the strike and as time to maturity decreases. These are very typical questions in options desk, but you need to come up with the answers yourself.
Maximus -- Awesome, appreciate it.
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