Previous salary and experience. Mastery of English Language Basic properties of Black-Scholes models and risk-neutral measures Bond pricing and convexity hedging Elementary probability models (cards, binomial distributions, gaussian limits of LLN) Programming: some pseudocode for some simple numerical interpolation routines
previous history
Can you start tomorrow?
Explain your research (for 4 times).
Difference between static and class methods?
Lots of questions on model building and journals and existing literature.
What would you do to analyze the users' behavior on a new system. (Some strategy question, cannot reminder clearly.)
tricky calculus questions, whiteboard code to do with trees.
lots of probability and statistics.
Unfortunately, I signed a disclaimer saying I wouldn't discuss interview questions. The basic questions on Part A were not very hard, Part B was challenging for me under the time constraints.
Viewing 641 - 650 interview questions