Ho sostenuto un colloquio presso Numerix (New York, NY)
Colloquio
Onsite screening by working on some sto cal problems and probabilities problems. Move on to the next round. It's very fast and not very difficult. The interviewers are pretty patient.
Domande di colloquio [1]
Domanda 1
Derive black scholes model using martingale approach.
Ho presentato la mia candidatura tramite segnalazione di un dipendente. La procedura ha richiesto 5 giorni. Ho sostenuto un colloquio presso Numerix (New York, NY) nel mese di mag 2022
Colloquio
Just a onsite paper testing about the BS model, Sorting algorithm, Forward pricing, brain teasers. The BS equation is a requirement and the questions including : what if any parameter is time-dependent
Ho presentato la mia candidatura tramite l'università. La procedura ha richiesto 2 settimane. Ho sostenuto un colloquio presso Numerix
Colloquio
First round interview with senior product manager, then received python screening assignment. The interview questions were quite difficult and I never thought I could proceed to the next round, but it ends there anyway.
Domande di colloquio [1]
Domanda 1
Black-Scholes PDE derivation; how to model negative interest rate
