Fiz uma entrevista na empresa Numerix (New York, NY).
Entrevista
Onsite screening by working on some sto cal problems and probabilities problems. Move on to the next round. It's very fast and not very difficult. The interviewers are pretty patient.
Perguntas de entrevista [1]
Pergunta 1
Derive black scholes model using martingale approach.
Candidatei-me por indicação de um funcionário. O processo levou 5 dias. Fui entrevistado pela Numerix (New York, NY) em mai. de 2022
Entrevista
Just a onsite paper testing about the BS model, Sorting algorithm, Forward pricing, brain teasers. The BS equation is a requirement and the questions including : what if any parameter is time-dependent
Candidatei-me por meio de uma faculdade ou universidade. O processo levou 2 semanas. Fiz uma entrevista na empresa Numerix.
Entrevista
First round interview with senior product manager, then received python screening assignment. The interview questions were quite difficult and I never thought I could proceed to the next round, but it ends there anyway.
Perguntas de entrevista [1]
Pergunta 1
Black-Scholes PDE derivation; how to model negative interest rate