What's the advantage of Monte Carlo over using Black-Scholes?
Quantitative Interview Questions
10,168 quantitative interview questions shared by candidates
Video interview was all behavioral questions, pretty straightforward (ethics, character, etc) Technical interview was two 45min math tests
Several situational based judgement questions
Pricing of a contract
Schedule People into correct office times based on conflicts.
Why this role?
why barclays stochastic calculus prob and stastics
Find the roots of a 5 degree polynom.
Find if there is a loop in a linked list. When will Newton's root finding method fail to converge.
How to hedge a binary call option. Price a European call options from binary options. (did not understand the question very well...) Number of loops from n noodles.
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