Multiple phone interviews. Questions were about stochastic analysis, such OU process, ito formula, change of numeraire, black scholes model, risk neutral pricing, finite difference methods, etc. Also asked about past research experience.
Solicité el puesto a través de la escuela superior o la universidad. El proceso duró 2 semanas. Acudí a una entrevista en Citi (New York, NY) en nov 2017
Entrevista
first, interviewed with a MD at school for about 30 min. followed by 1 programming test, 1 quick math test, and 3 face to face interviews on the super day.
Preguntas de entrevista [1]
Pregunta 1
resume related, options and BS model, and an case study
Envié una solicitud electrónica. Acudí a una entrevista en Citi (Londres, Inglaterra)
Entrevista
Applied on website. Got a face to face interview which went through various technical questions. They were relatively standard for the industry and for someone who's done a PhD in a quantitative subject.
Preguntas de entrevista [1]
Pregunta 1
Various black scholes / stochastic calculus questions. Standard stuff.
