Tell me a project you did before.
Model Interview Questions
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What's the difference b/t risk neutral pricing and actuarial pricing?
What are your biggest professional strengths what do you know about GEICO
Introduce you self and sponseship
Compensations expectations? Relocation? Visa situatuion?
Martingale process, stochastic differential equations, multivariate stochastic process, correlation, put-call parity, bond payoff, BSM model. A bit on data cleaning concepts. Very little coding .
4 person 4 round. One case study, one technical interview, one manager interview, one statistical interview. Case is a theme park income/cost analysis. Several small questions. Last one is a general question using all the previous assumptions.
And why capital one?
First part is talking about your background listed on your resume in detail. Such as why did you choose your college major, how did you get an interview opportunity, what was your mainly responsibility in your last work... Second part is some financial knowledge, including VaR, put option, duration...They are all basic financial concepts, but I forgot many of them. So that's maybe the reason I lost the chance to get into next step. Third part is your computer background. Just let you to evaluate your levels of grasping programming languages or application such as Java, SQL, C++, Matlab
What is your +1? What makes you unique?
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