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BNP Paribas Global Markets: Quantitative Finance Interview Questions

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Global Markets: Quantitative Finance Interview

19 Sept 2023

Anonymous interview candidate

No offer

Neutral experience

Easy interview

Application

I applied online. The process took 4 weeks. I interviewed at BNP Paribas (New York, NY) in Sept 2023

Interview

The online assessment was 90 minutes with 6 questions in total: it has 5 math and 1 coding questions. The math questions are about probability, financial math, and calculus. The coding question asks to output polynomial equations' coefficients according to their inputs.

Interview questions [1]

Question 1

6-month treasury bill priced at $98, 1-year treasury priced at $90. What is the 6m-1y forward rate?

Answer question

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