First completed an application on company website. Then received a technical interview from Manager. After that, received also a technical interview by Senior Manager. At last, final interview by Director.
Interview questions [1]
Question 1
Q: What methods do you use to measure default risk?
Q: How to price structured products?
First, introduce yourself. Then ask questions regarding mathematical finance. Topics include valuing derivatives, derivation of the Black Scholes Model, and valuing methods. If not well prepared, it is not gonna be easy. Review mathematical finance materials before an interview.