The interview process took 3 months from my initial contact with HR to the final rounds of interviews. This includes 5 rounds of interviews, 3 hours by telephone plus 5 hours on the day of a face-to-face meeting, as follows: Round 1: Initially I corresponded with the hiring manager (email) in July 2018, who then referred me to the HR Engineering Recruiter; Interviewed with HR Recruiter by phone for 1 hour. And HR introduced me to another job post which I was more interested in. I applied for this job and submitted my CV, indicating the computer languages that I was experienced in; C++ not needed. More email correspondence to arrange the next rounds of interviews. Great news for me! Round 2 - Interviewed with New York team - by phone - 1 hour- Aug 5 2018. Successful! Round 3 - Interviewed with New York team - one senior member - by phone for 1 hour - Aug 6. Successful! Rounds 4, 5, and 6 - in-person for face-to-face interviews for 5 hours on Sep 19 2018. Successful! Interviewed with New York team who flew out to Hong Kong; just a couple of days after Severe Typhoon!! The NY team flew out to Hong Kong, and stayed during a Typhoon Signal Number 10 (the highest category of storm), to conduct the final rounds of interview. I interviewed with 4 people - Two team members in another department, the Hiring Manager (and would-be Boss), and then HR again. Several team members shared their very diverse backgrounds, so I thought I’d fit in quite well. I had brought along with me my Career Portfolio with exemplary performance reviews, numerous letters of recommendations etc. Afterwards, HR provided an overview of the phenomenal benefits, the company, and then gave me a tour. During this tour, HR mentioned that Bloomberg is looking to hire lots and lots of people within that department, as I could see during the tour, that there were lots of empty workstations. We did not discuss salary. Then HR graciously concluded the tour and said that they'd definitely be in touch soon; HR said she'd be on holiday the following week though. Then I heard nothing. No offer was forthcoming. All that time was a waste. A year later, I had enquired again, updated my CV (with additional skills including Python, NumPy and Jupyter notebooks (within the Anaconda environment)), and reapplied for several roles. This time an immediate rejection letter. No interview - didn't even make it to Round 1. What gives?

There are two rounds in total. First Round (1 hour): Black-Scholes PDE derivation; Write down BS formula. How does Delta/ Gamma/ Vega change as underlying price goes up? Properties of distribution & understanding of four moments (expectation, variance, skewness, kurtosis)... Second Round (30 min): About background and professional experience.