I applied through an employee referral. The process took 4 days. I interviewed at Numerix (New York, NY) in Jan 2023
Interview
Its a good experience. Some issues about derivatives and most are black_schoels model. Greeks and how to use them to express options. Some are interest rate swap and how to calculate the PV of swap and discount factor
Interview questions [1]
Question 1
Its a good experience. Some issues about derivatives and most are black_schoels model. Greeks and how to use them to express options. Some are interest rate swap and how to calculate the PV of swap and discount factor