Candidatei-me online. O processo levou 4 semanas. Fui entrevistado pela BNP Paribas (Lisboa, Lisboa) em jul. de 2021
Entrevista
The interview process was straightforward, consisting of four rounds, each lasting approximately 30 minutes. About a month later, I received an offer. The questions focused on financial products, FRTB regulation, Greeks, and risk management.
Perguntas de entrevista [1]
Pergunta 1
Describe the assumptions of the Black-Scholes formula.
What is the volatility smile?
How can you adjust the constant volatility assumption?
Fiz uma entrevista na empresa BNP Paribas (Londres, Inglaterra).
Entrevista
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
Perguntas de entrevista [1]
Pergunta 1
Describe a combination of options where you are long vega, flat delta
Candidatei-me online. O processo levou 3 meses. Fiz uma entrevista na empresa BNP Paribas.
Entrevista
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.
Perguntas de entrevista [1]
Pergunta 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?
Candidatei-me por indicação de um funcionário. Fui entrevistado pela BNP Paribas (Paris) em abr. de 2023
Entrevista
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
Perguntas de entrevista [1]
Pergunta 1
Explain how to derive the close form of a call given by the B&S model