# Derivatives Analyst Interview Questions

Derivatives analyst interview questions shared by candidates

## Top Interview Questions

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))? 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? |

What does your closet/wardrobe look like? |

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

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

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. |

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

how would you describe your analytical skill set? |

Derive black scholes equation. |

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

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