Société Générale

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Front Office Quant Interview

Anonymous Interview Candidate
Anonymous Interview Candidate
Interview Details

Questions mainly focus on time series, stochastic calculus, black-scholes. Also ask some programming questions. They use VBA a lot. One guy trading vol asked some volatility smile question.

Interview Questions
  • As a student without work experience I couldn't come up with answers to all the questions. But I guess they understood that.   Answer Question
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