All,
I will be interviewing with an exotic trader for a full-time S&T generalist program including both equities and fixed income.
What are some of the questions I should be ready for?
thank you,
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at scores?
what kind of exotic? puerto rican?
will he be wearing a thong?
Brazilian Bitches are the best
Ito's lemma, black scholes, stochastic processes etc
Also basic questions about greeks such as how is your vega when you are deep ITM when you are long a digital option, what is you gamma if you know you're delta and you are delta-hedged, how do you buy correlation, how do you price a multi-asset option.
Finally, sometimes you can get questions about numerical methods...
Good luck
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