Liquidity Risk Analyst Intern

Status
Student / Prospective Monkey at
Group/Division/Type
Risk Management
City
Paris
Interviewed
November 2023
Overall experience
Neutral
Difficulty
Average

General Interview Information

Outcome
No Offer
Interview Source
Employee Referral
Length of Process
1-2 months

Interview Details

What did the interview consist of?
1 on 1 Interview
Other
Please describe the interview / hiring process.
I only went through the first part of the process which was a Zoom interview consisting of basic technical questions on options sensitivities. Give me the most import greeks ?(OK) Give some examples of exotic options ?(OK) What is Vomma, Charm, Vanna ?(Hesitated a bit but I eventually remembered). Black-Scholes equation? (OK) Then it was Python questions : lambda function (OK), static method ? (OK), difference between copy() and deepcopy() (wasn't clear enough on the answer). exceptions in Python and how to deal with them ? (OK). Can you give me an algorithm to sort a list with a n log (n) complexity. I said merge sort because that's what I remembered but I couldn't explain it in detail. They asked me to code the Fibonacci sequence in recursive which I first did "normally" and then I was able (I took too long I believe) to do it recursively. And a last question on what is a volatility smile.
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