Analyst Financial Risk Management Interview - Risk Management
After this step I was hired.
The most difficult questions were about the Black-Scholes model, standard in finance, but surprising since the work would not involve any form of Black-Scholes at all (draw payoff, what is delta, what is hedging, do you know more greeks?). Questions about interest rate curves, and the Vasicek model (characteristics), were also asked. These were of less depth, but more related to the actual job.
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