R2 Project: 1. You are given a table of strike and implied volatility, use them to calculate the implied distribution. 2. Describe the pattern of the implied distribution you get. 3. Evaluate the implied distribution you get. 4. Predict the two year implied distribution.
Online assessment: 1. Print out Fibonacci sequence. 2. Write a function to find the root of equations.
Marble question: Find exactly the one bad machine whose marble is 1g heavier than others.
Explain linear regression
how to understand CAPM model?
How would you maximize volatilaty given these graphs. Then they gave us some graphs
Do you know about DOE? Do you have experience in high vacuum? What is the difference between specific heat at constant pressure and at constant volume?
R1 phone interview will start from your experience and push you as far as you can. Q: 1. Why did you use Blacks model? 2. Why did you use Garch model? 3. What are the disadvantages of Garch model? 4. Did you know any other model? 5. What are the disadvantages of Heston model? Behavior questions : 1. Describe your team work experience 2. What kind of project will make you exciting? 3. What kind of company culture do you prefer? Brain tease: classic marble problem followed by ad hoc questions according to your answer like what if there are more than one machine are producing heavier ball.
why is the delta of an atm option equal to 0.5 for which option gamma is the highest how to calculate the annualised Sharpe ratio pseudo code to measure max drawdown
Viewing 1 - 10 interview questions