I applied through other source. I interviewed at Millennium
Interview
5-6 rounds - mix of coding, probability puzzles, resume and finance.
Standard questions on dynamic programming, questions on binary search - easy to medium. Some questions on option pricing, greeks and trading of structured products.
Interview questions [1]
Question 1
5-6 rounds - mix of coding, probability puzzles, resume and finance.
Standard questions on dynamic programming, questions on binary search (searching for an element in bitonic array, basic dynamic programming like maximum sum to reach the last cell). Some questions on option pricing, greeks and trading of structured products.
I talked to the manager to discuss my past experience and he asked several questions regarding my experience in the resume. The manager did not seem to be interested in my experience so the call ends pretty soon.
Interview questions [1]
Question 1
Tell me about yourself and how does your experience align with the role
I applied online. The process took 1 week. I interviewed at Millennium in Jan 2024
Interview
The panel started with some questions on projects from my resume. I had some experience in exotic Derivatives, so started with that part. As next step they asked some theory on local vol model .