Some technical questions about the mean-variance optimization framework and explaining the intuition and inputs to the Markowitz model. They also asked about the definition of value at risk. Some very standard "tell me about a time when" questions about prior work experience as well as questions about my interest in the job
Do you have a finance background?
Preguntas de mis habilidades (duras y blandas), experiencias, expectaticas, relaciones con otros colaboradores, intereses, etc. Fue un proceso largo, con muchas preguntas diferentes en cada instancia.
A case study about whether the company should remove the management fees promotion.
Q.1 (Round I) How to divide a pizza in 11 equal slices using a 12 hour clock?
convex optimization using Lagrange multipliers
how to address the issue that there is not enough data
You should always be prepared for math problems related to the topics you list on your resume. I was asked what the convergence rate of Monte Carlo simulation is.
Explain Multicollinearity to a child
Give one modelling difference between a local volatility model and a stochastic vol model.
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