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38 points 3a2d29 | 1 comments | | HN request time: 0.223s | source

I got a system design interview where I was asked to build a pricer for a financial product, then expand it to multiple pricers that might share inputs.

This was not the typical system design interview where you have to deal with APIs / load balancers / latency / etc

I have studied that a lot, but what about these type of general interviews?

1. cgio ◴[] No.43359142[source]
Based on description I read this more like a framework rather than system design. Are the different pricers for the same product? Is there a dependency graph between pricers and/or their components (e.g. a MC simulation as input, an intermediate model for calibration, a database query for rates)? Is this an ad-hoc pricer? What is the use (e.g. for risk you might run the same across thousands scenarios etc.) This would not classify as general interview to me. To have an interesting discussion you need subject matter expertise, otherwise you merely define a function signature…