Advanced exotic trading interview

Hi guys,

I have today 2 years of experience in Structuring (I’m 25 years old) and I’m working on my side to get a job in trading on the sell side.

I’m looking for some tricky questions to work for exo trading desks.

Some exemples : about gamma pnl, autocalls and Greeks (vomma, impacts...) dispersion trading, varswap, volatility.

Thank you for your help!

1 Comments
 

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