What is delta in delta hedging.
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What are your tops strengths and weaknesses?
Your stakeholder is getting the wrong numbers out of a report. How do you solve this? The report is generated by a process you don't have visibility into and there is no documentation of. After some probing: you've isolated the problem to a particular upstream process, but you don't have access to it and the manager in charge will not give you access or documentation. You need to unblock your stakeholder within two days. How do you do it?
where do you see yourself in 5 years? what kinds of projects have you done?
Describe your self; What you don't like about your current job; Tell me about a new concept that you learned.
Présentez-vous, prq Egis ? Prq modélisation financière ?
How would you estimate VaR
They asked me general questions that had something to do with the position, including some behavioural, e.g. what would I do if a person from my team delays his/her work, which affects my work.
Tell me about yourself; Under which case to do sampling; Would you like to spend 5 days on working on a 90% accurate model or 10 days on a 99% accurate model; How to do data wrangling
1. Time Series: Variability of the predictions given certain time points, Given 10 risk factors, if 11th risk factor is a derived factor from different 2. Basic statistics questions: Linear Regression, Confidence Intervals
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