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You are expected to have a good idea of the greeks for vanilla options, not only shapes and signs but relative magnitudes to the underlying, so you can hedge a sequence of market shocks mentally and fast. They gave me no paper or pencil :)
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Algo Trader

Interviewed at Goldman Sachs

3.7
Jan 8, 2013

You are expected to have a good idea of the greeks for vanilla options, not only shapes and signs but relative magnitudes to the underlying, so you can hedge a sequence of market shocks mentally and fast. They gave me no paper or pencil :)

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