HR mi ha contattata per colloqui tecnico e test d’inglese (nulla di impossibile per entrambe). Poi ho fatto colloqui con HR e infine con i parter.
Sistema troppo basato sulla gerarchia mi ha portato a scegliere altro.
Questions on FRTB , VaR calculations , Duration and convexity were asked .
Black Scholes assumption,
irs , cap , swaption pricing, just do the basic don't stress much . Statistics, var calculation,
I applied through college or university. The process took 2 months. I interviewed at KPMG (New York, NY) in Dec 2015
Interview
First interview is an on-campus interview. About 1 hour. After two month I attended the final round onsite interview. Two one-to-one interviews. Questions about bonds, equities, stochastic process, etc. Not difficult. Mostly basic questions.