Please describe the interview / hiring process.
The interview process consisted of 3 phone rounds with different members of the group. Each person asked a probability question, a programming question and a finance question. The probability questions: estimate the number of flips to get two heads in a row, find variance for a binomial distribution etc. Programming questions consisted of writing pseudocode for simulating a random walk as well as computing the length of a binomial tree. Finance questions were regarding pricing of options and the put/call parity as well as the definition of futures.
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