Entretien technique : calcul stochastique, pricing, finance, Entretien de motivation : motivation, CV, exp, d'autres questions : comparer les écoles d'ing, challenge dans la vie, vous recommandez les cgpe pour tes enfants, qu'est vous anime le matin, ton plus gros challenge..
Could you share the name of the hiring manager for the company that you interviewed with? Have you interviewed with any other companies in the Finance domain?
Just standard chat
Asked about the ability to generate pnl independently and ablility to work in collaboration with other researchers
What is VIF? what is the difference between correaltion?
Linear regression using least mean square
Q: What is the Feynman Kay formula?
Please walk me through your code.
Describe to me DeFi to CeFi arbitrage? at what time in the block would you want to perform the arbitrage? How would you execute these trades? How can you estimate the price impact?
Drawbacks of modern portfolio theory, assumptions of OLS, bias-variance tradeoff
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