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Financial Engineer Interview Questions
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Some classic question in GreenBook.
Some data structure tests such as efficiency of sorting algorithm and how to recognize a loop;
Given a set of bonds for inventory with the following attributes: price, asset class, credit rating, quantity such as $60.46, Corporate, AA, 20 Asset class: corporate, sovereign, municipal Credit Rating: AAA, AA, A, BBB, BB, B Given dealId and its total price: DealId, Price such as: D1, $4000 Given dealId and its min Asset Class Requirement: DealId, min Asset Requirement such as D1, 20% Sovereign D1, 60% Corporate D2, 50% Municipal Given dealId and its min Credit Rating Requirement: DealId, min Credit Requirement such as D1 80% AAA D1 20% AA Allocate the bonds from inventory to satisfy the deals as much as possible so that you can minimize the bonds you borrowed.
Second round: Design an elevator system Third round: Efficient allocation of bond to repo agreements (Basically how will you use up your inventory efficiently before you have to go to the market to borrow the remaining bonds)
Be ready for a data analysis portion recasting Fannie Mae's delinquent/ sales account records over the past decade.
How would you implement a Foreign key constraint if you were to design it?
a guy drove at full speed for 3 hours after which his engine blew out and then he drove at 1/5th of original speed for the last hour. the total distance was 512 km, what was his initial full speed?
With an unknown function with an unknown number of data points, how do you try to estimate the rest of the function?
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