Group/Division/Type: Quantitative Research
City: Greenwich, CT, USA, United States
Interviewed: March 2019
General Interview Information
College / University / On Campus Recruiting
Length of Process
What did the interview consist of?
Please describe the interview / hiring process.
The team leader went thru my resume and dig really deep to ask details of my projects. Since I worked as desk quant at an option trading hedge fund, I was asked what's the value of delta of ATM call. The answer was 0.55 and he asked why its not exactly 0.5.
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