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Derivatives Analyst Interview Questions
662 derivatives analyst interview questions shared by candidates
Mostly focus on the document that I filled.
Tell me a little bit about yourself.
How do you value a swap ?
What is your 5 year plan. It wasn't very difficult as you should know where you want to be.
What is an interest rate swap? What is the difference between an forward and futures contract? etc
forward price formula? an option with payoff at least 0.1K or S-K, how to replicate with vanilla instruments? when future rate is positive related with interest rate, which one is more expensive, forward or future? what is volatility surface? etc.
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what is derivatives their types
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