How do hedge off A with B?
Derivatives Analyst Interview Questions
662 derivatives analyst interview questions shared by candidates
What is an interest rate swap?
Questions were around, tools used for effectiveness, your understanding of the JD and Past experiences
IRS, Equity options, CDS, Tranches
Comment fonctionne un cap ou un floor et son payoff ?
what is asian option
Citez moi une stratégie vega positive/gamma négative?
1. Tell me something about yourself? 2. What is a bond? 3. How does derivatives trade work?
Make a market on
Trading games. Maths problems. Make sure you come very prepared for probability questions. Trading games based on cards or dice are common. You have to be accurate and quick, and always remember to be consistent in risk aversion (if you buy a game with +5 expected value and 20% vol, next game with 30% vol you should only buy it if expected value is over +5). No matter how good you are you will get it wrong somtimes, they have two guys who will make it as quick as needed so that you make mistakes. Keep calm and don't get into a vicious circle, they really look into that to see if you have the potential to be a good trader when things go west.
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