J'ai postulé via la recommandation d'un employé. Le processus a pris 5 jours. J'ai passé un entretien chez Numerix (New York, NY) en mai 2022
Entretien
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
Expérience positive
Entretien facile
Candidature
J'ai passé un entretien chez Numerix (New York, NY)
Entretien
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.
Questions d'entretien [1]
Question 1
Derive black scholes model using martingale approach.
J'ai postulé via un établissement d'enseignement supérieur ou universitaire. Le processus a pris 2 semaines. J'ai passé un entretien chez Numerix
Entretien
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.
Questions d'entretien [1]
Question 1
Black-Scholes PDE derivation; how to model negative interest rate