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Quantitative Finance

  • Please describe an FX Option?
  • Could you list some standard FXO option strategies?
  • How is a Strangle composed?
  • What do I mean by the acronym AYE-TEE-EM (ATM)?
  • What is a fixing date?
  • Could you draw a payoff diagram for a long-call?
  • Payout of a long call with knock out barrier?
  • Could you list the standard greeks for an option?
  • What is Delta?
  • What is Theta?
  • What is Gamma?
  • What are the inputs to black-scholes?
  • Why do we hedge options on execution?

VBA Questions

  • What are the differences between a function and subroutine?
  • What are ByRef & ByVal, and which is the default?
  • What is wrong with "Dim i, j As Integer"?
  • What is ADO? How many rows & columns are there in current Excel versions?
  • What do you commonly use WorksheetFunction for?
  • How do you prevent memory leaks?
  • What is ParamArray?
  • How do you improve execution speed?

Python

  • What is PEP-8?
  • What is a decorator?
  • What is the GIL?
  • What is the difference between a list and a tuple?

SQL

  • What is a primary key?
  • What are the various types of joins?
  • What is a trigger?

Finance

  • What are the inputs for Black-Scholes? What is the VIX?
  • What is the difference between realized & implied volatility?
  • What is the difference between arithmetic returns and log returns, and what advantages does the latter have?
  • What greeks do you know?
  • What is beta?
  • What is a Monte-Carlo simulation?
  • What is duration?

Statistics

  • What is correlation?
  • What is principal component analysis?
  • What is adjusted R-squared, and what advantage does it have over R-squared?
  • What are p-values? What is multicollinearity?
  • What are skewness & kurtosis?

Misc Questions

  • Please describe your current project?
  • What technology does it use? Why?
  • What were the feeds into the system?*
  • Why are you moving?
  • What kind of role are you looking for?
  • What kind of team would you like to work for?
  • What technology interests you?
  • Any particular personal projects?

Softer questions

  • What was the reason you decided to take course/concentrate on coding?
  • What was the biggest challenge when learning to code?
  • Do you and if yes how do you expand your knowledge on engineering?
  • What you don't like about engineering?
  • What are your expectations about job?
  • You rather ask questions if you don't know or trying to do your best and investigate as much as possible before asking?
  • Tell me about IT project you participated in?
  • Work from office or work from home, what's your preference?
  • Have you tried pair programming? Do you like it or prefer to work alone?
  • What book about engineering you've read recently?
  • What bits of code cool projects did you enjoy the most (and why) and what bits did you not enjoy (and why)?

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