I applied online. The process took 4 weeks. I interviewed at Numerix in May 2018
Interview
Got a call after 2 weeks of applying for model validation, and a phone interview was scheduled for a week’s later date. There were 3 phone interviews back to back. They asked about fixed income and BS framework.
Interview questions [1]
Question 1
BS derivation and the underlying assumptions and flexibility to those assumptions. Convexity and duration of bonds and OIS or libor which is better proxy for rf. And why?
Easy process. Interviewer led to the answer in which I was little less confident.
