DanM
Math Student
- Joined
- 8/1/09
- Messages
- 179
- Points
- 28
So I have an interview for derivatives analyst at a company that provides independent OTC derivative and structured product valuation and risk management. Just wondering what kind of questions I could possibly be asked. Keep in mind this is for someone with an undergraduate degree.
I'm assuming some questions on probability, derivatives theory, programming? What about PDE?
They cover a very wide range of asset classes, so would I need to know about each one?
I'm assuming some questions on probability, derivatives theory, programming? What about PDE?
They cover a very wide range of asset classes, so would I need to know about each one?