All problems were pretty much within expectation. Brain teasers/probability/calculus
Quantitative Interview Questions
10,153 quantitative interview questions shared by candidates
In the 2nd round, one director ask me about the how the option price changes if the price distribution is skewed. Because it is an electricity company, they do not trade any options, nor there is such kind of business in that company. It is quite unexpected.
Name the OLS model assumptions.
How to derive OLS closed-form solution.
A basic question to calculate the correlation cofficient
iirc i signed a NDA to not discuss interview questions
What's a recent market trend you're following?
What is limitations of local vol model?
portfolio replication on an exotic option
Probability and game theory questions
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