Please describe the interview / hiring process.
2 rounds of 1-on-1 interview with VP/Director level quant strategist. The 2 rounds will have identical behavioral questions, resume screening (focusing on projects), and different technical questions. One of the interviewers mainly focused on pseudo-code practices including pandas, dynamic programming, time complexity control, and SQL table merging. The other focused on derivative pricing, including topics like basic Greeks, Dupire's local volatility, Feynman-Kac, importance simulation, and variance reduction methods.
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