What is polymorphism? If you have N bonds, each can either default or not default, how many possibilities are there?
Quantitative Analyst Interview Questions
10,165 quantitative analyst interview questions shared by candidates
how do you profit from a losing call/put 1 year maturity option without shorting your contract etc and many more black scholes related question
Why you want to work at Deriv?
Python coding. BS pricing, brain teasers. A candidate should be able to express his thoughts in a simple language avoiding sophisticated language.
Questions related to mathematics to statistics to programming language
How would you price a vanilla option?
Probability, algebra, martingale, BS model, coding
Where do you see yourself in 5 years?
Some probability questions, some fixed income question as well as a little bit of stochastic calculus. There were also some behavioral questions at the end. All in all very friendly interviewers
Background in relation to quantitative role
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