Three rounds, mostly technical around pricing of credit products as role was in that team. python questions and simple sql problems. focus on actual implementation of models. Final round was more behavioral and fit.
Questions d'entretien [1]
Question 1
Explain the types of variance reduction techniques in Monte Carlo simulations.
There were 4 behavioral rounds, followed by 2 technical rounds. Overall, there were way more rounds than necessary. The recruiter was also a bit inept at communicating expectations for each round.
Questions d'entretien [2]
Question 1
How would you estimate pi with uniform random variables?
Given an array of stock prices, at any given index you can either:
1. Buy 1 share
2. Sell all your shares
3. Do nothing
Write an algorithm for finding max profit.
