I applied online. The process took 3 days. I interviewed at S&P Global (New York, NY) in Apr 2010
Interview
I skipped part being interviewed by the HR. I was interviewed by the manager of quant team directly. He was a very nice guy and has deep and profound knowledge within the field, which i found on his linked profile. I walked him through my resume. He asked hard technical questions, which i guess is closely related to the day to day job. He told me that he has 3 members on his team including him self and needs some one who can start the job right away. I guess this is the major reason i didn't get the job because all the projects i have done are not related to their day to day practice.
Interview questions [1]
Question 1
What would you do if the stock, whose price you simulated/forcasted, default tomorrow?
Standard 3 round process, initial screening, technical interview with the hiring manager, than one final interview. The technical interview covers basic questions about probability, and financial derivatives, however, it also included more "exotic" derivatives not commonly talked about. Process was very fast in the beginning, then took almost a month to get the final decision.
Interview questions [1]
Question 1
What data would you need to price barrier options?
I had 3 interviews, they sent me a letter of intent, claiming they'd offer me the job, only to completely ghost me. This has happened twice. Why do you waste candidates time if you are not sure you will hire them? Why offer the role only to ghost the candidate?
I applied through university. The process took 1 day. I interviewed at S&P Global (New York, NY)
Interview
1 round OCR interview, most about resume, some programming questions. Really easy. The position requires a lot of programming experience in python or matlab and VBA.
They will ask about some basic concepts for programming and some VBA code. Be prepared with VBA, because some may not really be familiar with that.