El proceso duró 2 semanas. Acudí a una entrevista en Numerix (New York, NY) en may 2022
Entrevista
Two interviews with senior financial engineer and VP
Technical questions and go me through you resume.
The technical questions are all from the "Green Book".
Also be prepared to answer technical questions with respect to your projects
Solicité el puesto a través de la escuela superior o la universidad. El proceso duró 2 meses. Acudí a una entrevista en Numerix
Entrevista
First I was asked to do a little assignment with questions about computer science, math and finance plus a topic of own choice in the field of quantitative finance, the following interviews were about logic and basic finance (Black&Scholes, greeks etcetera)
Preguntas de entrevista [1]
Pregunta 1
Given the description of a contract, discuss if you would have to pay or receive a premium.
Which portfolio would you choose among two with just one different greek (everything else being equal)
