The recruiter asked me to describe a time when I came up with an idea in my current role for the company, what the idea was, and how it was used. The recruiter asked me to take time over the weekend to "prepare" for the three part test. Advice well given.
If you can analyze 1000 transaction at most, but there are 5000 transactions on the list, what will you do?
price of Asian option compared with vanilla option
When the data do not have enough number of defaults, how would you build a default model?
You have distribution with mean zero and standard deviation 1. Among 1000 data points, there are 3 smaller than -5 and 3 greater than 5. What is the distribution?
Why Amazon?
Would prefer a gift on birthday or cash to get yourself whatever you want?
Discuss the flaws of Black-Scholes.
Why Deloitte?
Hedging strategy in different scenarios?
Viewing 21 - 30 interview questions