What are the different greeks? What is monte-carlo simulation? What is the black-scholes equation? What is modified duration? What is macaulay duration? What is convexity?
Financial Engineer Interview Questions
1,105 financial engineer interview questions shared by candidates
Talk about a python project you did.
Go through your resume
interest rate model，option and greek
Some topic on C++ (shared pointers, static methods)
Central limit theorem Convolution integral
You have 1000 coins and just one is double (always same face y), you randomly take one coin. What is the probability that you took the double one given you throw it 7 times and you always find the same face y?
Several rounds of several math and probabilities sets of questions, then later question related to programing in Matlab, Python, etc.
What is the most recent news item you are aware of regarding First derivatives?
What do you know about First Derivatives?
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