1 round phone, 1 superday, very smooth but also very competitive..
Questions about data structures, derivative pricing, brain teasers, etc.
Questions include:
How to sort a list?
What's the advantage of Monte Carlo over using Black-Scholes?
What data structures have you used?
Behavioral questions are also asked but relatively rare.
Ho sostenuto un colloquio presso Barclays (Londra, Inghilterra)
Colloquio
I had a lot of questions on Options theory, especially around the hedging of calls and puts, and sensitivities regarding several parameters. I also had questions on volatility models, especially stochastic models, and they impact the pricing of exotic products.
Ho presentato la mia candidatura di persona. La procedura ha richiesto 2 settimane. Ho sostenuto un colloquio presso Barclays (New York, NY) nel mese di nov 2023
Colloquio
First contacted by HR and did initial screen. This was followed by a coding assessment. Next had a phone screen with a current trader. Finally a couple rounds in a virtual superday with rest of the team.
Ho presentato la mia candidatura online. Ho sostenuto un colloquio presso Barclays (New York, NY) nel mese di set 2018
Colloquio
first round phone interview. I passed the first screening and then I scheduled a phone interview with the officer. We spoke roughly 30 minutes and he told me to wait for the results.
Domande di colloquio [1]
Domanda 1
two call options, one with higher variance, which one should be priced higher
