Ho presentato la mia candidatura tramite l'università. La procedura ha richiesto 3 settimane. Ho sostenuto un colloquio presso Altimus Capital (New York, NY) nel mese di mag 2015
Colloquio
First round was a phone interview, during which mostly technical questions are asked. Topics included portfolio optimization, Monte Carlo simulations and some math problems (eg: Newton's method, Bisection method). There was also a brainteaser question, which was like a typical question from 'A Practical Guide To Quantitative Finance Interviews'.
Domande di colloquio [1]
Domanda 1
How to generate random numbers from a Gaussian distribution?