t*****e
发帖数: 38 | 1 约好2点， 1点55找了个没人的位置（很难找），等到2点15分，还没来电话。回到工作
岗位，突然打来了。没有道歉，直接开始。
1.what is your strongest area? math,statistics,然后从统计开始
2. give me 3 important result of prob theory. This was OK.
3. what is the prob that A
result after computation, any other way, I gave an intuitive way, any other
way, I said sorry, he said" I have a better way I thought you could have
used,I am a little bit disappointed"
4. How could you generate a normal from uniform? I said use sum 12
approximation or inverse method. He asked how to do inverse method, then
asked me how to solve the inversion equation. Code it and read it to him.
5. How would you generate correlated bivariate gaussion from uniform? I said
either use copula or uniform to gaussian then cholesky. Code it for me and
read it to me. I missed reading the comma, he interrupted and said you miss
a comma.
6. You know what a bond is? I said yes. You know what a coupon bond is. I
said yes and explained. He asked what is the yield of a 5 year 5% annual
coupon rate bond selling at $101. Give me the number. I said it should have
a yield less than 5% as it sells at premium. He wanted me to read the
discounted CF formula to him. How could you solve it numerically? code it. I
read the code and he said I missed one double type in the function
signature.I named the function "solveEquation", he was unhappy with the
naming.
7. Who issues bond. ( I have to say I am a little bit irritated, I am a PhD
in finance by the way). I kept the courtesy and asked the question.
8. how would you implement a function printing int(sqrt(x)) without calling
math function? I gave two ways, with complexity O(sqrt(n)).
He said this position is not a developer and I know you are more on research
side, but I still want to test your coding skills and algorithm. I said I'
ve tried my best.
9.You know what a callable bond is? I answered. How do you price it? I
answered with details. Then he asked me to code and said we were out of time
. I managed it and again, he pointed out I missed comma.
I could not hold myself anymore: these are minor details that we can easily
fix in reality. What matters is your understanding and implementation of ...
.... He said details are important. I said I can easily tackle you by
delusional perception on the "details" He became silent.
one more point: I kept telling him to that i could not hear him clearly. He
kept ignoring my complaint.
Maybe I overreacted and I hope the questions could be helpful to xdjm's on
this board. | l******f
发帖数: 568 | 2 谢大哥分享， 是quantitative researcher的职位么？
偶昨晚投了一下，还加了一个朋友作reference，今天早上就受到据信了， mmd
other
【在 t*****e 的大作中提到】
: 约好2点， 1点55找了个没人的位置（很难找），等到2点15分，还没来电话。回到工作
: 岗位，突然打来了。没有道歉，直接开始。
: 1.what is your strongest area? math,statistics,然后从统计开始
: 2. give me 3 important result of prob theory. This was OK.
: 3. what is the prob that A: result after computation, any other way, I gave an intuitive way, any other
: way, I said sorry, he said" I have a better way I thought you could have
: used,I am a little bit disappointed"
: 4. How could you generate a normal from uniform? I said use sum 12
: approximation or inverse method. He asked how to do inverse method, then
| a**m
发帖数: 102 | 3 看楼主很熟bond，请教一个bond futures可以用什么模型定价？
other
【在 t*****e 的大作中提到】
: 约好2点， 1点55找了个没人的位置（很难找），等到2点15分，还没来电话。回到工作
: 岗位，突然打来了。没有道歉，直接开始。
: 1.what is your strongest area? math,statistics,然后从统计开始
: 2. give me 3 important result of prob theory. This was OK.
: 3. what is the prob that A: result after computation, any other way, I gave an intuitive way, any other
: way, I said sorry, he said" I have a better way I thought you could have
: used,I am a little bit disappointed"
: 4. How could you generate a normal from uniform? I said use sum 12
: approximation or inverse method. He asked how to do inverse method, then
| k*****a
发帖数: 7389 | | t*******y
发帖数: 637 | 5 什么position啊？
other
【在 t*****e 的大作中提到】
: 约好2点， 1点55找了个没人的位置（很难找），等到2点15分，还没来电话。回到工作
: 岗位，突然打来了。没有道歉，直接开始。
: 1.what is your strongest area? math,statistics,然后从统计开始
: 2. give me 3 important result of prob theory. This was OK.
: 3. what is the prob that A: result after computation, any other way, I gave an intuitive way, any other
: way, I said sorry, he said" I have a better way I thought you could have
: used,I am a little bit disappointed"
: 4. How could you generate a normal from uniform? I said use sum 12
: approximation or inverse method. He asked how to do inverse method, then
| z****u
发帖数: 185 | 6 This is part of life, sometimes, somebody just asked too much.
It is not necessarily Indian who tend to do it.
You could have been proud of yourself for controlling your temper.
Anyway, calm down and move on. | y******3
发帖数: 48 | 7 这个阿三和去年面试我的非常想，问的问题大部分是一样的。这人对面试者十分不礼貌
，经常打断我，
而且语气很强硬，不知道是不是对所有中国人都这样，反正他让我对Bloomberg印象变
得非常差。
other
have
【在 t*****e 的大作中提到】
: 约好2点， 1点55找了个没人的位置（很难找），等到2点15分，还没来电话。回到工作
: 岗位，突然打来了。没有道歉，直接开始。
: 1.what is your strongest area? math,statistics,然后从统计开始
: 2. give me 3 important result of prob theory. This was OK.
: 3. what is the prob that A: result after computation, any other way, I gave an intuitive way, any other
: way, I said sorry, he said" I have a better way I thought you could have
: used,I am a little bit disappointed"
: 4. How could you generate a normal from uniform? I said use sum 12
: approximation or inverse method. He asked how to do inverse method, then
| l****o
发帖数: 2909 | | j****i
发帖数: 305 | 9 鄙视阿三!
other
【在 t*****e 的大作中提到】
: 约好2点， 1点55找了个没人的位置（很难找），等到2点15分，还没来电话。回到工作
: 岗位，突然打来了。没有道歉，直接开始。
: 1.what is your strongest area? math,statistics,然后从统计开始
: 2. give me 3 important result of prob theory. This was OK.
: 3. what is the prob that A: result after computation, any other way, I gave an intuitive way, any other
: way, I said sorry, he said" I have a better way I thought you could have
: used,I am a little bit disappointed"
: 4. How could you generate a normal from uniform? I said use sum 12
: approximation or inverse method. He asked how to do inverse method, then
| t*****e
发帖数: 38 | 10 thanks for xdjm's. I now calmed down and I realized that at least I should
rearrange the interview to some other date after he missed the appointed
time.
to Stair 3, I am struggling with it as well. A paper I would like to
suggest is " Pricing the CBOT T-bond Futures" by Ramzi, Hatem and Michele.
We can discuss it a little bit more. | | | J**********g
发帖数: 213 | 11 thanks for sharing. I seem to know quite a bit of it... | s*********x
发帖数: 1923 | 12 can you send a complaint to someone? | A*****s
发帖数: 13748 | 13 收到complaint的没准就是另一个阿三，还有可能就是那个阿三的爸
这就是大家为什么说美国的阿三已经成组织了
【在 s*********x 的大作中提到】
: can you send a complaint to someone?
| b*********n
发帖数: 464 | 14 bloomberg的阿三不算多，大部分是美国人
【在 A*****s 的大作中提到】
: 收到complaint的没准就是另一个阿三，还有可能就是那个阿三的爸
: 这就是大家为什么说美国的阿三已经成组织了
| t********a
发帖数: 810 | 15 But why do you want to interview with a company like bloomberg? | l**********n
发帖数: 8443 | 16 阿三就是这样的。
the
other
have
then
【在 t*****e 的大作中提到】
: 约好2点， 1点55找了个没人的位置（很难找），等到2点15分，还没来电话。回到工作
: 岗位，突然打来了。没有道歉，直接开始。
: 1.what is your strongest area? math,statistics,然后从统计开始
: 2. give me 3 important result of prob theory. This was OK.
: 3. what is the prob that A: result after computation, any other way, I gave an intuitive way, any other
: way, I said sorry, he said" I have a better way I thought you could have
: used,I am a little bit disappointed"
: 4. How could you generate a normal from uniform? I said use sum 12
: approximation or inverse method. He asked how to do inverse method, then
| A*****s
发帖数: 13748 | 17 阿三很懂得看形势的
他要不是有主子罩着，绝对不敢这么嚣张
反正你看见阿三嚣张了，就别跟他们搞了，绕道走就是了，绕着绕着
就回到伟大祖国怀抱了
【在 b*********n 的大作中提到】
: bloomberg的阿三不算多，大部分是美国人
| w*******a
发帖数: 2409 | 18 别太不把别人当回事,别太把自己当回事,你不感兴趣就别申请,发什么飙,一点基本的素
质都没有. | w*******a
发帖数: 2409 | 19 如果是我面试别人, 和面试者说这些小问题并不代表说是错的或者就不考虑这个面试者
了,只不过是沟通交流的一部分.习惯上我一般不会当面指出面试者的错误,如果真的是
非常错就在纸上写一下错了这个,然后问下一个.
生活工作不全是做题目拼技术, 和人交流也是很重要的.就这么一点小事都要发飙,还是
反思下自己吧. | Eg
发帖数: 80 | 20 Right. Real life can be much harder than this interview. Always to the point
, always focus on business.
【在 t*****e 的大作中提到】
: thanks for xdjm's. I now calmed down and I realized that at least I should
: rearrange the interview to some other date after he missed the appointed
: time.
: to Stair 3, I am struggling with it as well. A paper I would like to
: suggest is " Pricing the CBOT T-bond Futures" by Ramzi, Hatem and Michele.
: We can discuss it a little bit more.
| | | t*****e
发帖数: 38 | 21 to Weakpedia and Eg:
You are right. And my greatest gratitude goes towards your waking criticism.
Thank for straightening my altitude. I will try to focus more on the
business :)
Again, really appreciate for the prodding comments. | P****D
发帖数: 11146 | 22 不知道这个阿三说话的语气如何，是否很无礼。如果语气还好的话，楼主就为对方两次
指出他没说逗号就火冒三丈，那的确是太容易发飙了。
不过由于“民族仇恨”，阿三太多的地方还是别去了。见阿三就不管三七二十一开始反
感当然是很狭隘的表现，不过天下公司多得是，何必委屈自己？
【在 w*******a 的大作中提到】
: 如果是我面试别人, 和面试者说这些小问题并不代表说是错的或者就不考虑这个面试者
: 了,只不过是沟通交流的一部分.习惯上我一般不会当面指出面试者的错误,如果真的是
: 非常错就在纸上写一下错了这个,然后问下一个.
: 生活工作不全是做题目拼技术, 和人交流也是很重要的.就这么一点小事都要发飙,还是
: 反思下自己吧.
| p****u
发帖数: 2596 | 23 这个想发彪也没啥，谁怕谁啊，也没什么损失。。人嘛，活着有时候也是争那么口气。
。要我估计也是要发火， 哈.
【在 w*******a 的大作中提到】
: 如果是我面试别人, 和面试者说这些小问题并不代表说是错的或者就不考虑这个面试者
: 了,只不过是沟通交流的一部分.习惯上我一般不会当面指出面试者的错误,如果真的是
: 非常错就在纸上写一下错了这个,然后问下一个.
: 生活工作不全是做题目拼技术, 和人交流也是很重要的.就这么一点小事都要发飙,还是
: 反思下自己吧.
| c*****a
发帖数: 95 | 24 那个p(a
1／3＊p(a,b,c are distinctive)。觉得应该跟distribution有关系啊。 | g******7
发帖数: 1532 | 25 7. Who issues bond. ( I have to say I am a little bit irritated, I am a PhD
in finance by the way). I kept the courtesy and asked the question.
Who asks whom?
other
【在 t*****e 的大作中提到】
: 约好2点， 1点55找了个没人的位置（很难找），等到2点15分，还没来电话。回到工作
: 岗位，突然打来了。没有道歉，直接开始。
: 1.what is your strongest area? math,statistics,然后从统计开始
: 2. give me 3 important result of prob theory. This was OK.
: 3. what is the prob that A: result after computation, any other way, I gave an intuitive way, any other
: way, I said sorry, he said" I have a better way I thought you could have
: used,I am a little bit disappointed"
: 4. How could you generate a normal from uniform? I said use sum 12
: approximation or inverse method. He asked how to do inverse method, then
|
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