Associate Consultant - Technology Consulting
Interview Date
2016
Result
No Offer
Difficulty
Average
Rounds
3 rounds (after a written test)
Drive Type
On-Campus Recruiting
Topics asked
Detailed experience
College: Not Specified
Interview Date: 2016
Interview Type: On-Campus Recruiting
Result: No Offer
Difficulty: Average
Rounds: 3 rounds (after a written test)
Topics Asked: Math, Finance, Programming, Option Pricing, Financial Crisis
The selection process began with an on-campus presentation followed by a written test that included questions on Math, Finance, and Programming. After passing the written test, there were three more interview rounds. The first two rounds were with different teams, and the final round was with the CEO. Many questions were related to option pricing, especially as the candidate had mentioned it on their resume. Specific questions included walking through the Binomial Tree Method (BTM), calculating the price of a call option using a 1-period and 2-period BTM, and the difference between BTM and the Finite Difference Method for pricing options. Other finance questions involved deriving the risk-neutral probability used in BTM, the delta of an ATM call option, and the main cause of the 2008 financial crisis.