Here are some very good tips to ace BOA and other investment bank job interviews for quant or developers
This was from Linked In. Here is a question on what to focus when it comes to Quant based jobs:
I an a new member to the group.
I have an interview with BOA for equity derivatives quantitative analysis. Does anybody know what kind of questions could be asked for this position?
What should I prepare? Should I brush up my VBA and C++
You should revise black scholes, some standard stochastic calculus problems (involving the use of Ito’s lemma, simple stochastic integrals), revise probability theory (conditional, marginal, joint, independence, expectations, moments), look at various option greeks, pricing of digitals, local volatility and stochastic volatility (at least conceptually). In C++, look at inheritance, virtual functions, sorting algorithms. Good luck.
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