Analyst, Quantitative Volatility Trading

Status
1st Year Analyst at
Group/Division/Type
Trading
City
Hong Kong
Interviewed
August 2015
Overall experience
Very Positive
Difficulty
Difficult

General Interview Information

Outcome
No Offer
Interview Source
Employee Referral
Length of Process
Less than 1 month

Interview Details

What did the interview consist of?
1 on 1 Interview
Please describe the interview / hiring process.
Firstly asked about my current job details and trading experience in the firm.
Because my job is option trader, the interviewer then asked how do I "mark vol" and what is my methodology.
Then followed by some strategy scenario analysis, e.g. given a volatility skew, what will be the gain the delta and vega when the underlying went up by 5%
I was also asked to mentally price exotic options.
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Other Interview Data

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