I applied through an employee referral. The process took 4 weeks. I interviewed at Goldman Sachs (New York, NY) in Nov 2016
Interview
I got this interview with internal referral. The first round is talk with HR. Then three rounds telephone interview with model validation team members. The fifth round is video interview with modelers.
Interview questions [1]
Question 1
What is the assumptions of Black-Scholes model? What is the assumptions of linear regression model?
