Toronto MFI 19 Fall 面经

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Angelina666
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此处留个今年的面经,给今年还没面试的同学和以后的学弟学妹~

是一个叫Yuchong Zhang做金融数学的华人教授面我的,不过其他的同学我了解下来很多都是administrator Shari和Sarah面的…小蜜面就没有tech了,最多问问一些随机过程的定义,且我觉得可能不care细节,主要看表达能力

我的面试经过
-Behavioral
brief intro
how did u know this program
Future career path, in China or in Canada
Do u plan to take SOA
Tell me more about ur internships
An accomplishment
Latest finance news
Do u invest ur own money

-Tech
Def Poisson process
How to construct a Poisson process
Def BM
Similarity and difference between poisson process and BM
Def volatility
Def put option
Do u know Greeks
what is delta hedging
I have a put option, stock price drops, should I sell or buy stocks to hedge delta

所以tech不难啦,大家加油哦!我的猜测是,在确定了你英语没问题的情况下,最后决定是否录取的因素还是你的综合背景。
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