Derivatives Analyst Interview Questions | Glassdoor

Derivatives Analyst Interview Questions


Derivatives analyst interview questions shared by candidates

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Given a random variable X and its distribution P(X), and a function y(x), what can you tell me about the distribution P(y(x))?

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Depends on the function! Take normal vs. lognormal distribution as an example. If P(X)=normal, and y(x)=exp(x), then P(Y)=lognormal.

1)What is a put option? 2) What is a call option? 3) What is a CDS? How does it work?

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What does your closet/wardrobe look like?

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What is the limit of ((a^x + b^x)/2)^(1/x) as x goes to 0?

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Can you tell me the formula for sample variance? Is this formula biased, and if so, prove it!

2 Answers

There were no difficult questions regarding the complexities of derivatives, i think the most only real finance related question was when they asked me to explain what a margin call is.

1 Answer

Everyone asks a Duration and Convexity question. Also got grilled on statistics by one guy

how would you describe your analytical skill set?

Describe a time when you encountered challenges in completing your job duties and how you handled that?

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