Candidatei-me online. O processo levou 3 semanas. Fui entrevistado pela FINCAD (Dublin, Dublin) em jun. de 2015
Entrevista
First, was a technical phone interview going over knowledge of financial services and market mechanics? Secondly was a face-to-face interview going over more financial knowledge and some probability. Lastly was a presentation in the office and with people in Vancouver on a given financial instrument.
Perguntas de entrevista [1]
Pergunta 1
What is an interest rate swap? What is the difference between an forward and futures contract? etc
Candidatei-me online. O processo levou 3 meses. Fui entrevistado pela FINCAD (Dublin, Dublin) em mai. de 2017
Entrevista
Took a lot of time, in total 5 steps:
- Quant/finance test online with some Black & Scholes questions, Fourier Transformation..
- Skype interview with HR
- Phone interview with direct manager and a quant
- Onsite presentation of an Option pricer that I had to prepare in a week (using VBA/Python/C#, you have the choice) with direct manager, CS manager and head of quants,
- Skype interview with the CEO.
Perguntas de entrevista [1]
Pergunta 1
What are you strengths & weaknesses
Where do you see yourself in 5 & 10 years
How can you estimate PI using Monte Carlo
What's a Bermudian option
What are the Black & Scholes assumptions
How can you approximate a binary call option
Candidatei-me por meio de uma agência de recrutamento. O processo levou 4 semanas. Fui entrevistado pela FINCAD em fev. de 2017
Entrevista
I applied online through efinancial careers. The whole process took 4 weeks. I first had to complete two online multiple choice test (one test consisted of 10 questions of patterns and simple logic problems, and the second test consisted of 10 questions mainly about futures and binary options). Following that i had 3 interviews. For the last interview i was given one week to prepare and code a function to price options in excel (VBA).
I was supposed to have my second phone interview on a Friday, and they did not call me. One week later they contacted me saying that they forgot to add a note in their calendar. Two of my interviewers were extremely rude and couldn´t think outside of the box, manifesting signs of superiority complex. I would never in a million years work with them after seeing how the deal with their candidates. They should be more respectful.
Perguntas de entrevista [1]
Pergunta 1
Black scholes model? Limits of the model, how do we determine implied volatility?
What is a swap?
How do you determine the fixed rate of a swap?
Greeks?
Put-call parity?
What is a call? What is a put? What is a future?
What is the value of a swap at initiation?
What is interpolation?
Log normal distribution?
If correlation between interest rate and future price is positive, what is more expensive a future or a forward price?
What is a vanila option?
How do you replicate a binary option?
Differences between futures and forwards?
Types of binary options
If the spot price is 200, the cont. Interest rate 5% and expiration is in 1 year, what is the price of the future?
Montecarlo simulations
What is VaR? Credit VaR?
What would you do if your BS model gives you a call value of Y and the market value of the option is X?