I applied online. The process took 3 months. I interviewed at BNP Paribas (Sydney) in Jan 2016
Interview
It was a 1 to 5 final interview. You got 45 mins to prepare a case study and half an hour to do a presentation with several questions. The 5 interviewer kept asking you questions to explore your limits. Really tough and challenging, but you can learnt a lot from that.
Interview questions [1]
Question 1
Try to find results from an annual report and predict the performance of the firm for next year.
Very Straighfoward. Just dont get into topics you dont understand very well. Just be you, and it will go well. I did 2 interviews, each with a different business manager.
Interview questions [1]
Question 1
Why do we use log returns when building a Monte Carlo engine to price financial derivates.
Scheduled with email, online interview, talked with a manager then two heads, overall friendly conversation. Only had one interview, no online test no video interview prior. Around an hour long for the two parts.
3 interviews, one with HR, and the last two with business managers/head of desks. Each interview lasted for 1 hour. Average difficulty for all 3 interviews, but depending on the technical knowledge you have, it can get harder.
Interview questions [1]
Question 1
Walk me through how would you price a call option through Monte Carlo.
