Is Brownian motion W_t a martingale? Is W_t^2 a martingale?
Quantitative Associate Interview Questions
10,167 quantitative associate interview questions shared by candidates
Walk them through a model you have developed.
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?
Read bonds documents and try to model what they mean
Technical questions were primarily related to credit risk
What is polymorphism? If you have N bonds, each can either default or not default, how many possibilities are there?
Python coding. BS pricing, brain teasers. A candidate should be able to express his thoughts in a simple language avoiding sophisticated language.
Questions related to mathematics to statistics to programming language
Describe monte carlo method applied to VaR model.
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