J'ai postulé en ligne. J'ai passé un entretien chez Merrill
Entretien
The first round is a video interview through the Ai.
The second round, two heads from HK and Australia will call you. Each manager will take 30 minitues to ask you some questions about your experience and stochastic process.
Questions d'entretien [1]
Question 1
Your work.
SABR model
martingale
duration
volatility smile
J'ai postulé en ligne. Le processus a pris 3 mois. J'ai passé un entretien chez Merrill (Londres, Angleterre) en févr. 2017
Entretien
Took two online quizes pretty much back to back days, Wait 40 days for email from HR with a phone interview request. Scheduled an in person interview while on that phone interview. IN person interview was about10 questions from the manager.
J'ai postulé en personne. Le processus a pris 1 jour. J'ai passé un entretien chez Merrill (Londres, Angleterre)
Entretien
Met for an hour with potential line supervisor, very nice person, very smart. Discussed the role and how my background would be suited to it. Discussed my PhD and what I wanted from a career in banking. Went over Monte Carlo integration methods, and other methods for non analytical solutions, Simpson rule, trapezium rule for instance.
Questions d'entretien [1]
Question 1
How could you integrate a function non analytically.