one HR call, one case study, then first interview with 2 team members, mainly tech Qs, discuss my case study results and test my finance risk knowledge and data skills.
I applied online. The process took 3 weeks. I interviewed at ING
Interview
2 Interviews, mainly technical with a couple of standard behavioral questions. first one with manager in Warsaw, second one with manager in Amsterdam. Basic Questions: Option pricing (Black and Scholes) Fixed-Income instruments (Bonds, Duration, Convexity)
Interview questions [1]
Question 1
Intermediate Questions: Pricing of Asian Option Variance reduction in Monte-Carlo Simulation
After application, I received an invitation to an interview. It consisted of about 5 minutes of personal questions and around 50 minutes of technical questions about a wide range of topics. (Finance, Statistics, Econometrics) The purpose does not seem to be to get to know the applicant and present the position to him, but to examinate the technical knowledge. No exchange between interviewer and applicant, more of an interrogation than an interview.
Interview questions [1]
Question 1
What are assumptions of OLS?
What IRRBB models do you know?
