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      OTC Derivative Interview

      Mar 30, 2015
      Anonymous interview candidate
      No offer
      Positive experience
      Average interview

      Application

      I applied online. The process took 2 weeks. I interviewed at Bloomberg in Mar 2015

      Interview

      1 to 1 Phone interview ask about resume, option and stochastic calculus. It's technical interview focusing on hands-on experience, some fundamental understanding of financial products and stochastic process. If you are not majored in stochastic stuff, you need to read at least an introduction book on that subject before the interview. I answered most of the questions except the stochastic ones. It seems they do really care about that area therefore I didn't pass the interview.

      Interview questions [3]

      Question 1

      Why you choose Bloomberg
      Answer question

      Question 2

      Tell me about your research project
      Answer question

      Question 3

      Ito lemma
      Answer question
      1