I applied through a recruiter. The process took 3 months. I interviewed at Barclays (London, England) in Feb 2022
Interview
Four stages with three technical and last one HR. Mainly option pricing question, statistical modelling and Monte Carlo computation for integral.
Overall smooth process but sharp questions. Need a good knowledge of the industry and how you can bring value. They are keen to discuss what you study which is rare in this industry.
Interview questions [1]
Question 1
Describe three algorithms to compute the integral of a function and find a way to speed the time of computation
I applied through a recruiter. I interviewed at Barclays (New York, NY)
Interview
I interviewed with global head of rates strat. The interview went on-site.
The hiring manager was nice but apparently he did not have a clear idea on what candidate/profiles he was after.
The interview contained multiple questions about my resume but nothing in depth
Interview questions [1]
Question 1
Tell me about one of the recent projects you worked on
I applied online. I interviewed at Barclays (London, England)
Interview
Hard, they grill you. They ask random 3 digit multiplication in the middle of you talking. Asked stuff i learnt in calc 1 and 2. But i managed to ace everything. Got the offer but rejected rthem
4 interviews, 1 coding, 2 maths, 1 general. Maths included typical quant stuff, calculus, linear algebra, stats, probability, then some financial maths concepts I hadn't covered before, like derivations etc.
