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Which perimeter of financial derivatives are you most comfortable with? And then they would start asking from these. 1. How would you hedge autocallable options? 2. State pricing models for volatility products 3. How would you compute Value at Risk for a mixed position of equities and options.
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Junior Quant Analyst

Interviewed at LSEG (London Stock Exchange Group)

3.6
Aug 20, 2024

Which perimeter of financial derivatives are you most comfortable with? And then they would start asking from these. 1. How would you hedge autocallable options? 2. State pricing models for volatility products 3. How would you compute Value at Risk for a mixed position of equities and options.

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