I signed a non disclosure agreement so can't say what I was asked. But you know you are required to take a written timed test and answer questions verbally and in writing on programming, maths, statistics and finance. Prepare these things well. There's no mystery.
Mainly ask the question about option pricing(vanilla and American option, interest rate swap) and pricing method(Binomial tree, PDE, Monte Carlo. etc). you must can describe the different between several structured products.
Tracer la courbe des différents grecques en fonction du strike (pour un call européen)
What does 'beta neutral' mean?
Explain what is a PCA? What do you get when you apply a PCA on stocks returns?
Let's say there are 10 apples in the re-fridge. and all of them will be gone bad at the same speed. You are only able to have one apple per day. which of apple would you to have in each day?
Talking about previous experience and projects
Standard behavioural interview questions i.e. why do you want to work for us?
Why are you interested in EY?
Mainly math and coding, standard quant interview questions with probability and stats algorithms and analysing time complexities
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