Candidatei-me por meio de uma faculdade ou universidade. O processo levou 1 semana. Fui entrevistado pela Altimus Capital em jun. de 2015
Entrevista
Phone interview. Skipped my self introduction and went straight to technical questions. Questions included boundaries of finite difference scheme, how to generate random numbers with Monte Carlo, experience with FIX, and how many numbers between 1 and 100 are divisible by 3 and 5. Q&A after technical questions. There was a strong echo on the phone during the interview. I believed he was in the hallway.
Perguntas de entrevista [3]
Pergunta 1
How to generate random numbers with Monte Carlo? What if you don't know the distribution function?
Candidatei-me por meio de uma faculdade ou universidade. O processo levou 3 semanas. Fui entrevistado pela Altimus Capital (New York, NY) em mai. de 2015
Entrevista
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'.
Perguntas de entrevista [1]
Pergunta 1
How to generate random numbers from a Gaussian distribution?