Questions on securitization and probability.
Quantitative Associate Interview Questions
10,234 quantitative associate interview questions shared by candidates
Describe random forest in a classification task.
Experience with the Credit Default Model
Is Brownian motion W_t a martingale? Is W_t^2 a martingale?
Walk them through a model you have developed.
how do you profit from a losing call/put 1 year maturity option without shorting your contract etc and many more black scholes related question
Why you want to work at Deriv?
Read bonds documents and try to model what they mean
Technical questions were primarily related to credit risk
What is polymorphism? If you have N bonds, each can either default or not default, how many possibilities are there?
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