No particularly difficult question
Quantitative Interview Questions
10,163 quantitative interview questions shared by candidates
Mainly ask the question about option pricing(vanilla and American option, interest rate swap) and pricing method(Binomial tree, PDE, Monte Carlo. etc). you must can describe the different between several structured products.
Questions on securitization and probability.
Tracer la courbe des différents grecques en fonction du strike (pour un call européen)
What does 'beta neutral' mean?
Explain what is a PCA? What do you get when you apply a PCA on stocks returns?
Technical questions were primarily related to credit risk
Let's say there are 10 apples in the re-fridge. and all of them will be gone bad at the same speed. You are only able to have one apple per day. which of apple would you to have in each day?
Talking about previous experience and projects
There were some very primitive online tests, followed by an interview with someone asking logical reasoning and numerical reasoning questions. Following this, there was an interview with the CEO and a chance to go to Dubai for further interviews. I decided to withdraw after the interview with the CEO.
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