I applied online. The process took 3 weeks. I interviewed at LCH in June 2021
Interview
The interview is only one round with three interviewers, two of them are managers, the other one is the head. The interview is mainly about the projects of my academic research and working experience.
Interview questions [1]
Question 1
1. VaR and 3 valuation methods; explain their advantages and disadvantages respectively
2. Difference between VaR and ES
3. PnL;
4. Interest Rate Swap related;
5. PnL and portfolio risk estimation