Scheduled with email, online interview, talked with a manager then two heads, overall friendly conversation. Only had one interview, no online test no video interview prior. Around an hour long for the two parts.
Very Straighfoward. Just dont get into topics you dont understand very well. Just be you, and it will go well. I did 2 interviews, each with a different business manager.
Interview questions [1]
Question 1
Why do we use log returns when building a Monte Carlo engine to price financial derivates.
3 interviews, one with HR, and the last two with business managers/head of desks. Each interview lasted for 1 hour. Average difficulty for all 3 interviews, but depending on the technical knowledge you have, it can get harder.
Interview questions [1]
Question 1
Walk me through how would you price a call option through Monte Carlo.
