Questions included linear and time series regression concepts
Model Interview Questions
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ask you to write SAS code by hand with a whitepaper
Previous Job experience and Excel knowledge.
What is your education level.
Tell us a bit more about you.
Why did you choose ABN AMRO to apply for a job?
Walk us through how you would estimate the loss associated with a landfalling hurricane.
If you have an option that pays you 5 dollar when the stock price hit $10. The stock price is currently $5. What is the price of the option?
What id the implied volatility? Why do we observe volatility smile?
How much experience do you have?
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