There is a game where you roll a die. You win money for whatever you roll ($1 if you roll a 1, $2 if you roll a 2, etc). If you are unhappy with your first roll, you are able to roll the die a second time. If you roll the die a second time, only your second roll determines the payout. What is a fair price to charge to play this game?
Black-Sholes, probability
Discuss your background and skills that you can bring to the position.
Assume you have a game between players A and B, they toss a coin and the first player to get heads wins. What is the probability that player A wins?
Coding Challenge - design an algorithm to navigate through a “maze” represented as an array of strings
If it's on your resume, they'll ask about it.
Programming questions where they made us program with a computer
Maths (dénombrement, probas)
How to measure the worst case scenario for a mortgage loan
Lots of question on Derivatives and their pricing even Exotics
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