Ho presentato la mia candidatura online. La procedura ha richiesto 3 mesi. Ho sostenuto un colloquio presso BNP Paribas
Colloquio
Four rounds of technical interviews were conducted virtually over a three-month period. The interviewers were thoughtful, respectful, and professional beyond my expectations. The technical questions were a mix of pure quantitative and insight-driven questions.
Domande di colloquio [1]
Domanda 1
How to interpret the term structure of credit spread. Is it always upward sloping?
What is basis risk? How to hedge basis risk?
How to replicate the digital option pay-off?
Ho sostenuto un colloquio presso BNP Paribas (Londra, Inghilterra)
Colloquio
Several rounds with teams of two marker risk officers , focusing mostly on logical reasoning and brain teasers, capital markets knowledge (e.g. gold or s&p 500 price), Greeks / derivatives and risk related questions. I'd say it's relatively difficult
Domande di colloquio [1]
Domanda 1
Describe a combination of options where you are long vega, flat delta
Ho presentato la mia candidatura tramite segnalazione di un dipendente. Ho sostenuto un colloquio presso BNP Paribas (Parigi) nel mese di apr 2023
Colloquio
It was my first interview and I wasn't prepared for a technical one. It had to do with explaining different part of the mathematics used in finance as well as explaining how the model works and such things
Domande di colloquio [1]
Domanda 1
Explain how to derive the close form of a call given by the B&S model