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Derivatives Analyst

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?
 
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