I had a lot of questions on Options theory, especially around the hedging of calls and puts, and sensitivities regarding several parameters. I also had questions on volatility models, especially stochastic models, and they impact the pricing of exotic products.
I applied in-person. The process took 2 weeks. I interviewed at Barclays (New York, NY) in Nov 2023
Interview
First contacted by HR and did initial screen. This was followed by a coding assessment. Next had a phone screen with a current trader. Finally a couple rounds in a virtual superday with rest of the team.
I applied online. I interviewed at Barclays (New York, NY) in Sept 2018
Interview
first round phone interview. I passed the first screening and then I scheduled a phone interview with the officer. We spoke roughly 30 minutes and he told me to wait for the results.
Interview questions [1]
Question 1
two call options, one with higher variance, which one should be priced higher
