which method (monte carlo and binomial trees) is fast
Senior Associate Financial Engineering Interview Questions
50 senior associate financial engineering interview questions shared by candidates
Please tell us a joke.
Do you know PHP and any framework?
Draw convexity on a white board.
Tell us about the technologies you have used so far
How to model the prepayment risk and default risk on a bond using calls and puts?
What scores to use to assess the risk of a loan (besides PD) What are the assumptions of linear regression? Questions regarding your resume (what kind of algorithm you used/why/what are the strengths or weaknesses of your approach)
Behavioural questions like what if analysis
what is diamond problem
Derive Black Scholes, Derive call and put , Greeks, What is ND1 and ND2 Put call parity Swaps and Forwards Python Basics
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