I applied online. I interviewed at BNP Paribas (New York, NY)
Interview
3 rounds of case + behavioral , 2 interviews per round. Last round will be one interview with director. All case tho. Cases can vary in difficulty so be prepared for anything; mostly taken from previous projects
I applied online. The process took 4 weeks. I interviewed at BNP Paribas (Lisbonne, Lisbonne) in Jul 2021
Interview
The interview process was straightforward, consisting of four rounds, each lasting approximately 30 minutes. About a month later, I received an offer. The questions focused on financial products, FRTB regulation, Greeks, and risk management.
Interview questions [1]
Question 1
Describe the assumptions of the Black-Scholes formula.
What is the volatility smile?
How can you adjust the constant volatility assumption?
I applied through a staffing agency. I interviewed at BNP Paribas (Paris) in Oct 2024
Interview
I was able to do the interview in English. The interviewers were very nice, and they sometimes made jokes during the interview to lighten the mood. The entire interview lasted for around 2 hours: an introduction (~15 mins), Java/algorithm questions (~1h30mins), finance questions (~30 mins).
You are given an integer like: 2073.
Write an algorithm to determine the smallest number that uses the same digits such that 0 is not the first digit. Example: 2037.