Multiple questions in each round. I list a few here - Something about Black Scholes equation and Delta hedging. Reverse a linked list. Form all permuation order iof a given array. You drop a stick on a notebook. Stick of lendgth d. Notebook line seperation is lengtth l. Whats the probability stick doesnt cross any line.
Invert matrix Solve an ordinary differential questions Questions about stochastic processes
Derivation of Dupire Local Vol equation
Maths, programming and statistics brain teasers
I cannot disclose the exact questions. However, they were brainteasers.
Tell us about your goals for the future. (It had similar sense. I don't remember exactly the question)
What does "Mathematical & instrumental methods in finance and banking" means?
What is the biggest misconception other have about yourself?
Detailed questions about the inner workings of my previous employer which I was not comfortable answering. Asked about my C++ skills.
Give me an example of one time you didn't meet a project deadline.
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