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Enron Mail |
Frank,
Below are a list of technical questions for prospective candidates for my group. Thanks Experienced: Define each type of swap. Draw out the interaction between buyer and seller. What is a swaption -- Why do a swaption vs. an option What is an EFP What is curve shift -- what effects your curve shift value. What are the components of the Black-Scholes model Define: Delta, Gamma, Vega, Theta, etc. What is a Cross? What does it do to your option delta? Are you familiar with option valuation models How does the NYMEX work -- i.e. Explain what is meant by the term 'zero-sum-gain'; Margin, etc. Do you know the NYMEX symbols for each month Are you familiar w/ pipe options Are you familiar w/ typical basis values for different regions (Perm, SoCal, Rockies, Z6, etc.) Inexperienced: Several math/statistical questions of varying degrees of difficulty Various basic to advanced questions on Excel -- VBA, etc. Are you familiar with online trading Do you have any knowledge of gas, energy, etc. How do you deal with the stress of long hours and high stress Have you dealt with high level employees (Dir's., V.P.'s, etc.) in previous jobs -- how was it, did you like it How do deal with taking direction from others your age or younger
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