If X and Y are standard normals that are uncorrelated is X+Y normal? Provide a proof or a counter example.
Quantitative Analyst Internship Interview Questions
10,163 quantitative analyst internship interview questions shared by candidates
Technical questions were primarily related to credit risk
Let's say there are 10 apples in the re-fridge. and all of them will be gone bad at the same speed. You are only able to have one apple per day. which of apple would you to have in each day?
How would you price a vanilla option?
Questions on securitization and probability.
Tracer la courbe des différents grecques en fonction du strike (pour un call européen)
The interview was pretty straight forward, first they asked about my past experiences and projects that involved Python as they were interested in someone that is very familiar with the language. Then they asked me questions about the factors that influence change in interest rates, and if i were familiar with the derivatives used to hedge it.
how do you profit from a losing call/put 1 year maturity option without shorting your contract etc and many more black scholes related question
Why you want to work at Deriv?
There were some very primitive online tests, followed by an interview with someone asking logical reasoning and numerical reasoning questions. Following this, there was an interview with the CEO and a chance to go to Dubai for further interviews. I decided to withdraw after the interview with the CEO.
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