Describing a challenging project that you did.
Quantitative Interview Questions
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6-month treasury bill priced at $98, 1-year treasury priced at $90. What is the 6m-1y forward rate?
How to detect outliers? How to do regression, if not linear?
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Mainly ask the question about option pricing(vanilla and American option, interest rate swap) and pricing method(Binomial tree, PDE, Monte Carlo. etc). you must can describe the different between several structured products.
4 o 5 esercizi da svolgere in 40/45 minuti
Asked how to model sports
Tell me about a project you worked on in the past. Describe how you went from having a problem to coming up with a solution.
Optimal betting question based on Kelly's criterion.
Describe the methods used for portfolio construction?
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