How to price a Swap? What is an european call option? What is the VaR? How to compute VaR through Monte Carlo simulations? Can you describe the Taylor expansion and its formula? What is a Correlation Matrix? What is the difference between Covariance and Correlation? Why the correlation matrix is always positive definite? How to build a function in R/Python?
More behavioral questions than I expected, and they pushed really hard on them.
Questions were related to coding
Trading/Probability games that tested mental math, calibration, and various other informal skills.
Lots of "would you/how much would you bet on this game" probability questiosn
anthing about the company and job
Why Optiver, Why Trading, asked about my major in college and coursework, any quantitative projects I've done etc.
Q: Tells us about yourself Q: Where do you see yourself in 5 years?
Describe your project in detail
Is eth and btc price correlated?
Viewing 2341 - 2350 interview questions