Three strengths, three weaknesses
Derivatives Analyst Interview Questions
663 derivatives analyst interview questions shared by candidates
all kinds of option pricing
1. What is static member function. 2.What is stack and heap. 3.int a=0, double b=0.0, in an infinite for loop, a+=1, b+=1.0, how will a and b behave. 4. If we use Monte Carlo to price arithmetic Asian option, what would be a good control variant to reduce variance.(not Geometric Asian Option) 5. If time to maturity or volatility is very large, what is the price of an European option. 6. How to transform uniform distribution [0,1] to normal distribution. 7.What is the probability of a Brownian motion to hit -a before hitting b. 8. There are two circles centered at (0,0), one with radium 1, another with radium 2. A two dimensional brownian motion starts at (1.5,0), what is the probability of hitting the inner circle before hitting the outer circle.(two brownian motions are independent)
Questions were around, tools used for effectiveness, your understanding of the JD and Past experiences
Q: How Brexit affects Pound Sterling currency?
What is an interest rate swap?
How do hedge off A with B?
all the questions seemed pretty standard for the job
Tell me about a time you dealt with a customer complaint
Nothing too difficult, and not handlable. As stated earlier pretty basic stuff.
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