1 round phone, 1 superday, very smooth but also very competitive..
Questions about data structures, derivative pricing, brain teasers, etc.
Questions include:
How to sort a list?
What's the advantage of Monte Carlo over using Black-Scholes?
What data structures have you used?
Behavioral questions are also asked but relatively rare.
J'ai passé un entretien chez Barclays (Londres, Angleterre)
Entretien
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.
J'ai postulé en personne. Le processus a pris 2 semaines. J'ai passé un entretien chez Barclays (New York, NY) en nov. 2023
Entretien
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.
J'ai postulé en ligne. J'ai passé un entretien chez Barclays (New York, NY) en sept. 2018
Entretien
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.
Questions d'entretien [1]
Question 1
two call options, one with higher variance, which one should be priced higher
