- Introduce your self - what roles you worked on before - how comfortable you doing this or that
Models Interview Questions
4,819 models interview questions shared by candidates
mix of some math problems and some basic programming questions. Some wired questions like why do we need jave since we already have C, etc.
explain the BS model, what is the virtual function in C++
Most of questions were personal (current job, why Blackrock) but no évaluation of the knowledge of the financial market or Investment strategy
Are you an alumna or a current student?
recite heat equation.
The director of the model validation group at New York talked about many formulas on the phone. Though the questions are not too hard, i was confused.
how to simulate random normal numbers
What's your weakness?
a question about interest rate swap
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