What is delta in delta hedging.
Model Validation Interview Questions
132 model validation interview questions shared by candidates
What is your expected salary?
technical questions
all shorts of technical questions
Writing codes about Pairs trading in one hour and submitting it by email. You can choose the programming language that you are familiar with,
Statistical questions such as how to determine the fair price given a scenario.
What model validation experience do you have? What would your current employer comment on you?
Interview questions asked for the same position in other companies
Basically I was just asked about projects on my resume, what skills I had, and some statistics questions("can you list out some assumptions about whatever models you would like to talk about").
In the following interview I was asked to solve a simple SDE. This required chiefly knowing about quadratic variation of integration against the Wiener measure.
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