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Hi All,
I am in interview process with European Bank in London. I have been told that I will be invited for a 'Coditlity' programming test and Math test. I have following questions and appreciate any guidance.
1. Has anyone been through 'Codility' test? What would a good way to practice?
2. What should I expect on Math test ? I have been told there would a Stochastic component. I have solved basic expectations of W(t), application of Ito's Lemma etc.
My earlier rounds have been good, primarily focussed on basic pricing, technical question on my experience, basic coding(C++, Python), Probability, Math and Numerical methods.
Any help is appreciated!
Thank you in advance
I am in interview process with European Bank in London. I have been told that I will be invited for a 'Coditlity' programming test and Math test. I have following questions and appreciate any guidance.
1. Has anyone been through 'Codility' test? What would a good way to practice?
2. What should I expect on Math test ? I have been told there would a Stochastic component. I have solved basic expectations of W(t), application of Ito's Lemma etc.
My earlier rounds have been good, primarily focussed on basic pricing, technical question on my experience, basic coding(C++, Python), Probability, Math and Numerical methods.
Any help is appreciated!
Thank you in advance
