Fiz uma entrevista na empresa SuperDerivatives (Tel Aviv-Yafo).
Entrevista
An interview with one of the head quants in the company, mainly answering some pure math questions related to probability. Then a take home assignment with some SDE questions, and studying some subjects from the little Wilmot book for the next interview sessions.
Then, 2-3 more interviews with a few senior quants in the company, going over the take home assignment, questions about the reading material and some basic programming questions in C.
Perguntas de entrevista [2]
Pergunta 1
In the first interview I was asked to analytically integrate the Gaussian distribution over the real line.
In the following interview I was asked to solve a simple SDE. This required chiefly knowing about quadratic variation of integration against the Wiener measure.
Candidatei-me por indicação de um funcionário. O processo levou 3 meses. Fui entrevistado pela SuperDerivatives (Tel Aviv-Yafo) em jul. de 2014
Entrevista
Very unstructured. One phone interview and three or four face to face interview with different stakeholders. Finished up with a technical test on derivatives. Was Never made aware of the next steps throughout