I applied in-person. The process took 2 weeks. I interviewed at Société Générale (Paris) in Jan 2023
Interview
Expect discussions on programming and object-oriented programming (OOP), indicating potential coding or quantitative modeling tasks.
Lot of basic maths questions and 2 classic probability brainteasers (angle on a watch when it's 2:25 ...)
Interview questions [1]
Question 1
Explain delta hedging
Demonstrate the Put-Call Parity
I applied through university. The process took 4 weeks. I interviewed at Société Générale (Paris) in Mar 2023
Interview
phone screening asking about vanilla options. Then 3 rounds on site and 1 last round in zoom. It was really interesting talking to all the team and visiting the trading floor. I highly recommand
Interview questions [1]
Question 1
How to measure 45 min with 2 ropes
You have a dice, you earn the value of the 1st roll but you can choose to reroll and forget about 1st result. What s your strategy and what is the expected value of gains
Black scholes hypothesis
I went through 4 or 5 interview, each lasting between 30 and 45 minutes, in order to talk with each member of the recruiting team. I had both technical questions (mathematical brainteasers and basic questions about finance) and personal questions (to know whether I'd fit in the team).