I applied through university. I interviewed at Southern Company (Atlanta, GA) in Jul 2021
Interview
Remote interview with 3 individuals from team. Questions were very technical and mathematical focused in nature. Discussed option volatility modeling and stochastic calculus. Very direct structure, lasted exactly one hour.
Interview questions [1]
Question 1
Discuss experience with financial simulation?
What is the intuition behind a Heston model?
Discuss the components and structure of a Heston model?
Please list several risk management metrics?
Compare these metrics and discuss their advantages and weaknesses?
Describe two methods of calculating value at risk?