what is the difference between managment and leadership
Derivatives Analyst Interview Questions
663 derivatives analyst interview questions shared by candidates
Why are you looking for a new job?
basic behavior question
Walk me through you audit project
What are you passionate about?
This is a valuation role, not a research role, do you understand that? Yes, I understand that. The job title says valuation and I can read. Your question is neither funny nor intelligent.
Asked about derivatives.
Basic knowledge on options and CDS
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)
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