I applied through other source. I interviewed at Belfius Bank (Brussels)
Interview
The first interview was online with HR and people from the model validation team and it was about my CV, my motivations and my general compatibility. The second interview was in person in Brussels asking some basic probability questions.
Interview questions [1]
Question 1
You can role a dice 2 times and the maximum on both trows are your score. What is your strategy to maximize your score? What is the expected value of the game under optimal play? Extend the result to 3 throws. Find the pattern for n throws. What if n converges to infinity?