I interviewed at LSEG (London Stock Exchange Group) (New York, NY)
Interview
1st round phone interview. 4 questions in total , 2 about about basic option pricing and 2 about fixed-income market. I didn't get all of them correct, but the interviewer is quit kind and friendly.
Interview questions [1]
Question 1
1. Which is more expensive, American Option or European Option?
2. Base on BS Model, which 2 factors would influence the price and how?
3. What is the benchmark interest rate?
4. I forgot.