They asked me tons of math questions like solving SDE and some easy fininance questions. The BS model and difference between European and American option.
Quantitative Interview Questions
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Sliding Window Maximum C++ Keywords : Inline, Map vs Unordered Map
What is oops They want us to solve integration problem but why
- Where would you see yourself in 5 decades.
Describe the methods used for portfolio construction?
Walk through your resume and how you handle data analysis.
B&S, integrals
Walk them through a model you have developed.
Describe what PD LGD EAD models do.
Tell me about a project you worked on in the past. Describe how you went from having a problem to coming up with a solution.
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