Describing a challenging project that you did.
Quantitative Interview Questions
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6-month treasury bill priced at $98, 1-year treasury priced at $90. What is the 6m-1y forward rate?
How to detect outliers? How to do regression, if not linear?
Questions related to your resume
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.
4 o 5 esercizi da svolgere in 40/45 minuti
Where do you see yourself in 5 years?
Rien de particulier, sinon que le test par ordinateur n'avait aucun intérêt.
Signed NDA.
Describe the idea of object oriented programming
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