I applied online. The process took 4 weeks. I interviewed at BNP Paribas (Hong Kong) in Nov 2017
Interview
The first task was something related to implement a system which takes one to two weeks to complete. I was shocked at first since this was the first time I needed to work on a task which requires so much effort and time before even the first interview. This is the part which I think scares most of the other candidates away since not everyone have time for this. The second round was to interview with a team head. This is a mix of general questions and technical questions as he asked me to also demonstrated the system that I designed. The interviewer looks nice but he was actually observing you. There are two more rounds of interviews which makes this process too long compared to other companies. I failed at this round of interview and I got some feedback about my poor formatting of my presentation slides, which I just showed two pages during the interview and I do not think this really makes sense. All in all, the application process is so long as you need to work on a super long assessment task before the first interview and they cared about every single detail of the interview.
Very Straighfoward. Just dont get into topics you dont understand very well. Just be you, and it will go well. I did 2 interviews, each with a different business manager.
Interview questions [1]
Question 1
Why do we use log returns when building a Monte Carlo engine to price financial derivates.
Scheduled with email, online interview, talked with a manager then two heads, overall friendly conversation. Only had one interview, no online test no video interview prior. Around an hour long for the two parts.
3 interviews, one with HR, and the last two with business managers/head of desks. Each interview lasted for 1 hour. Average difficulty for all 3 interviews, but depending on the technical knowledge you have, it can get harder.
Interview questions [1]
Question 1
Walk me through how would you price a call option through Monte Carlo.
