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Discuss experience with financial simulation? What is the intuition behind a Heston model? Discuss the components and structure of a Heston model? Please list several risk management metrics? Compare these metrics and discuss their advantages and weaknesses? Describe two methods of calculating value at risk?
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Quantitative Risk Analyst

Interviewed at Southern Company

4.1
Aug 26, 2021

Discuss experience with financial simulation? What is the intuition behind a Heston model? Discuss the components and structure of a Heston model? Please list several risk management metrics? Compare these metrics and discuss their advantages and weaknesses? Describe two methods of calculating value at risk?

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