Technical interview for associate roles with 2 VPs, friendly , it was very focused on options strategies and greeks, VaR, there were also some riddles towards the end and not much room for asking questions back
Interview questions [1]
Question 1
Different types of VaR
Option strategy to be long gamma, short vega
I applied online. The process took 2 weeks. I interviewed at BNP Paribas (Hong Kong) in Mar 2024
Interview
highly technical, necessity to prepare all derivatives theory and sensitivities.
Overall a good interview, but very oriented towards technical questions.
No HR interview done, I guess it is at a later stage
Relatively casual and friendly interviewer. Interviewer do not mind that i do not have relevant experience and willing to give me a chance. Just be prepared and be confident for the interview.