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.
Fiz uma entrevista na empresa Barclays (Londres, Inglaterra).
Entrevista
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.
Candidatei-me pessoalmente. O processo levou 2 semanas. Fui entrevistado pela Barclays (New York, NY) em nov. de 2023
Entrevista
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.
Candidatei-me online. Fui entrevistado pela Barclays (New York, NY) em set. de 2018
Entrevista
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.
Perguntas de entrevista [1]
Pergunta 1
two call options, one with higher variance, which one should be priced higher
