What are the independent and dependent variables in your model? What are the underlying assumptions of the model? What did your research indicate should be the expected parameter estimates for your independent variables? How long have you used SAS? What models/methodologies have you evoked through SAS?
Do you like markets? Convince me.
What is market making?
Explain 3 types of sorting algorithms.
Longer discussion of you CV
Present value vs future value discounting
SQL questions, programming, algorithms, etc
Solve 80 mental math questions in 8 minutes
They asked me to price a fair value for a derivative given a simulated order book.
Why do you want to work for Optiver
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