The recruiter asked me to describe a time when I came up with an idea in my current role for the company, what the idea was, and how it was used. The recruiter asked me to take time over the weekend to "prepare" for the three part test. Advice well given.
When the data do not have enough number of defaults, how would you build a default model?
You have distribution with mean zero and standard deviation 1. Among 1000 data points, there are 3 smaller than -5 and 3 greater than 5. What is the distribution?
price of Asian option compared with vanilla option
Why Amazon?
Would prefer a gift on birthday or cash to get yourself whatever you want?
Discuss the flaws of Black-Scholes.
Why Deloitte?
Nothing too unusual, however they did ask 2 brainteasers during the phone interview which I didn't expect at this stage. If it takes 2 people 2 hours to build 2 bikes, how many people are needed to build 12 bikes in 6 hours?
10 yr bond with 9% coupon, market yield is 3%, what's the price of this bond?
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