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      CACIB

      Part of Crédit Agricole

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      SummerDebt Capital Markets Interview

      May 5, 2015
      Anonymous employee
      Londres, Angleterre
      Accepted offer
      Positive experience
      Average interview

      Application

      I applied through college or university. The process took 2 weeks. I interviewed at CACIB (Londres, Angleterre) in Apr 2015

      Interview

      Applied through university, was contacted the week after. Three interviews: one onsite with two members of the team (technical and brainteasers), and two phone based ones, with manager (CV review and questions about the team) and HR (usual competency-based questions). The manager really cared about what I learnt about the team in the previous steps, so do not hesitate to ask many questions to your interviewer.

      Interview questions [1]

      Question 1

      How do you use GARCH model to forecast VaR and expected shortfall?
      Answer question