Barcap那么快就assessment center了吗？ 我昨天才submit application...
not like other bank. Barcap recuritment is rolling base.
there is a march batch and july batch as well.
Hope this helps
Hope this helps
not like other bank. Barcap recuritment is rolling base.
也求面经：BarCap assessment center 职位是structuringstructuring是我的dream job，从选专业minorCFA一直以来在朝这个方向努力，在上次职场讲座上得到各位structure和risk大牛的许多建议，非常感谢！
刚刚收到assessment center的通知。
想请教任何game, case study, role play, interview的经验。拜谢！
现在市场不好，我也明白以一个本科毕业生的身份在structuring做不了什么。
无论如何，有个这个难以想像的机会，还是希望自己可以做好:)
谢谢大家。
Good luck. Some key products you take a look
Accumulator, TARF, double no touch etc. Just understnading payoff and key valuation factor shd be fine
anyway, it will be more about communication skill, personality. Structuring is not quant, all the pricing sheet are there. so what you need is to be a bridge between sales and trader. To create a product that sales can sell and trader is also willing to quote.
Foucs more on soft skills. Since they wont expect a very hardcore quant.
Base on what you wirte, i think the Department is sales structuring side. So the keey focus is on how to create a product fits investor needs (Note: Not Corporate Needs. That will be IBD Structuring)
Hope this helps
anyway, it will be more about communication skill, personality. Structuring is not quant, all the pricing sheet are there. so what you need is to be a bridge between sales and trader. To create a product that sales can sell and trader is also willing to quote.
Foucs more on soft skills. Since they wont expect a very hardcore quant.
Base on what you wirte, i think the Department is sales structuring side. So the keey focus is on how to create a product fits investor needs (Note: Not Corporate Needs. That will be IBD Structuring)
Hope this helps
一点面经 + 一道cash or nothing binary option题1个trading game，1个priotizing game，都是3~4人一组配合，2个interview
interview很多technical题，我答得不好。
先是delta没搞好，然后cash or nothing binary option的题也没做出来。
其他也有是competency based question。
记得那道cash or nothing binary option的题。
如何用若干个vanilla CALL option的payoffs去表示一个cash or nothing binary CALL option的payoff。只可以是CALL。
我的想法是，buy a call vanilla option with lower strike & sell a call vanilla with higher strike。这样可以得到下面图里的第一个图。
但是desired的是第二个图。
我就想，如果有很多个第一个图，叠加起来，就可以approximately变成第二个图了。。。汗下。。
望高手指教！！
(more...)
Genearlly right. not sure if you mention to bring the strike
between sold call and bought call close enough.
i.e. to replicate a 5m pay out digital
Long call 500m at 10.00
Short Call 500m at 10.01
Good luck
i.e. to replicate a 5m pay out digital
Long call 500m at 10.00
Short Call 500m at 10.01
Good luck
Genearlly right. not sure if you mention to bring the strikebetween sold call and bought call close enough.
i.e. to replicate a 5m pay out digital
Long call 500m at 10.00
Short Call 500m at 10.01
Good luck
Digital Call. Strike @ 10, payoff=5m if S>k
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