Too many rounds / technical questions with some theory / some brain teasers / draw payoffs / stochastic vol vs historical vol / dupire vol / put on basket /
- First round : 30mn call with current interns that selected some resumes : classical questions : BS, digital asset, correlations, sesitivities
- Then, 2x30mn calls with managers
Very quick process
Preguntas de entrevista [1]
Pregunta 1
classical questions : BS, digital asset, correlations, sesitivities