FINCAD Quant Analyst interview questions

After a 30-minute phone interview, I had a 60-minute in-person interview with two quants. Phone interview was more about my background and personality while panel interview was pure technical. Very nice people who try to learn more about you and even help you to express yourself in a comfortable ambiance.

Firstly, I have been contacted by an HH. After I had a phone interview with 2 people which lasts for 55 minutes. General questions related with my academic background and work experience. Finally, I had a very technical interview which lasts for 60 minutes on Statistic, Probability, Wiener Processes, Derivatives, Black-Scholes, Heston model, Implied volatility. I did not have time to prepare. Also, I did not have indication on the style of the questions. My education is very related with such question as some of them were related with BSc and MSc which I have done many many years ago. I did answer to the 90% of the most difficult questions. The simplest 10% make me to fall down.