Solicité el puesto a través de una agencia de empleo. Acudí a una entrevista en BMO Financial Group
Entrevista
The role is more of quantitative with experience required for models like GBM, BSM with detailed quantitative understanding.
An understanding of different derivative products along with their payoffs is also must.
Preguntas de entrevista [1]
Pregunta 1
1) Models to calculate expected exposure for different derivative products? e.g GBM, BSM etc.
2) What is a payoff for a Swap?
3) What is a swaption?
4) Where do you see yourself after 5 years?