I applied through an employee referral. The process took 2 weeks. I interviewed at Dexia in Dec 2023
Interview
3 rounds:
1) introduction, job description and technical questions:
- Hull & White model
- Bootstrapping under multi curve framework
- American options valuation
2) meeting with senior analyst, overview of ongoing projects
3) discussion with manager
Interview questions [1]
Question 1
- Hull & White model
- Bootstrapping under multi curve framework
- American options valuation