J'ai postulé en ligne. Le processus a pris 4 semaines. J'ai passé un entretien chez Morgan Stanley (Londres, Angleterre) en juill. 2009
Entretien
First Round was technical round with 3 interviews with manager/senior manager level employees. Questions primarily centered around credit and interest rate derivatives . Second round was with a senior employee and it again focused on pricing on exotic interest rate derivatives. Final round was with HR.
Questions d'entretien [1]
Question 1
Explain HJM interest rate model. How is it different from Vasicek model ? Which of two can you used for pricing and which you can't ? Why ?