I applied through university. The process took 1+ week. I interviewed at MSCI (Mumbai) in Jan 2017
Interview
I was directly called in for the interview. There was no prior process. They shortlisted me on the basis of my CV. Interview went for about 30 minutes and they asked me everything on my CV. I applied through my college recruitment. There were two panelists. They mainly focused on the risk management topic.
Interview questions [1]
Question 1
Derivatives Questions:
What is delta? What is covered call?
How to calculate price of a bond? What are the risks associated with a debt portfolio? How to calculate risk of a portfolio? What is sharpe ratio, treynor, alpha, beta? Example of company specific risk and industry risk? Method of calculating market risk (ans: stress testing and input analysis), whick is the most risky bond? Types of bonds? Financial crises and systemic risk.