2 interviews technical plus cultural fit. Basic credit risk and probability questions. Important to familiarise with credit risk variable modelling and IRB frameworks. Casual and fun conversation and fast recruitment process.
J'ai postulé en ligne. Le processus a pris plus d'une semaine. J'ai passé un entretien chez ABN AMRO (Amsterdam) en juin 2024
Entretien
Two interviews, where the first interview was online including an assessment. I was invited for a second interview on site, which I had to delay and as a result I apparently dropped out of the procedure. They never got back to me and didn't reply to my emails.
Questions d'entretien [2]
Question 1
Python programming with dataframes. Work with two dataframes, where one dataframe contained information on accounts in different currencies, and a second dataframe contained information about currency prices. The task was to calculate all account values in the same currency.
An example business case, where one had make brief calculations regarding for example the loss from a simple credit portfolio, the uncertainty of the loss, and other properties of the portfolio like loss distribution.
J'ai postulé en ligne. J'ai passé un entretien chez ABN AMRO en janv. 2023
Entretien
The process took 2 weeks with 3 rounds- first HR screening (basic questions about CV, motivation, why ABN, etc)- second round with a team leader and a team member (technical and quantitative assessment)- third round is meeting with managers