Candidatei-me online. O processo levou 2 semanas. Fui entrevistado pela KPMG (Bombaim) em jan. de 2025
Entrevista
Asked related to Market risk concepts like Derivatives , Options, Black-scholes model, Regression analysis, VaR, Expected Shortfall, Trading strategies, Stochastic interest rate , Vasicek , Hull white model and its calibration.
Perguntas de entrevista [1]
Pergunta 1
They asked specifically about my coding skills. Python is utmost important.