Topics written in resume are thoroughly asked, clarification was needed. Basic computer algorithms, mathematics, graph basics, ml concepts are asked. Try to be precise with your answer. Stay calm and confident through out the process
I applied online. The process took 2 weeks. I interviewed at PwC (New York, NY) in Mar 2022
Interview
After being selected for the interview, did 3 rounds of mainly technical interviews with senior associate, manager, and director. Questions asked by director and manager were pretty difficult related to derivatives.
Interview questions [1]
Question 1
How to price options using binomial model? How to price convertible debt?
I applied through an employee referral. The process took 2 weeks. I interviewed at PwC (New York, NY) in Feb 2022
Interview
I applied for the Financial Deals & Analytics team through referral and received an email from the recruiter stating that my resume has been selected for initial technical screen. First round - spoke with a Senior Associate. Only technical questions. Interviewer was polite and friendly. He helped on getting to the answers. Anyone with good preparation can clear this round.
Interview Rounds:
1. Technical Screen
2. Interview with Team Manager
3. Interview with Director
Interview questions [1]
Question 1
Which is expensive; an American option or European Option? Why is it expensive?