3 interviews, one with HR, and the last two with business managers/head of desks. Each interview lasted for 1 hour. Average difficulty for all 3 interviews, but depending on the technical knowledge you have, it can get harder.
Interview questions [1]
Question 1
Walk me through how would you price a call option through Monte Carlo.
Very Straighfoward. Just dont get into topics you dont understand very well. Just be you, and it will go well. I did 2 interviews, each with a different business manager.
Interview questions [1]
Question 1
Why do we use log returns when building a Monte Carlo engine to price financial derivates.
Scheduled with email, online interview, talked with a manager then two heads, overall friendly conversation. Only had one interview, no online test no video interview prior. Around an hour long for the two parts.
