price of Asian option compared with vanilla option
Risk Engineering Interview Questions
16,135 risk engineering interview questions shared by candidates
When the data do not have enough number of defaults, how would you build a default model?
You have distribution with mean zero and standard deviation 1. Among 1000 data points, there are 3 smaller than -5 and 3 greater than 5. What is the distribution?
Why Amazon?
Would prefer a gift on birthday or cash to get yourself whatever you want?
Discuss the flaws of Black-Scholes.
Why Deloitte?
Hedging strategy in different scenarios?
Nothing too unusual, however they did ask 2 brainteasers during the phone interview which I didn't expect at this stage. If it takes 2 people 2 hours to build 2 bikes, how many people are needed to build 12 bikes in 6 hours?
Describe the time you took the lead on the project.
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