I applied through university. The process took 1 day. I interviewed at MPS Capital Services (Siena) in June 2021
Interview
Colloquio tecnico in cui sono state fatte domande generale e poi di ragionamento riguardanti le 'Greeks', derivati sui tassi di interesse e sulle obbligazioni. La modalità in cui il colloquio si è svolto è stato in presenza, con domande specifiche.
Interview questions [1]
Question 1
qual è il grafico del delta e del gamma per una opzione call.
I applied through university. The process took 1 week. I interviewed at MPS Capital Services in Dec 2019
Interview
Phone call, one quick interview with HR and another interview with the head of the office, all in just one week and then I was hired after the second interview
Interview questions [1]
Question 1
General knowledge of derivatives and structured products
It's very hard and long. It lasts around 1 hour and they can ask you everything from the easiest concepts of math/statistics to the most advanced concepts of quantitative finance. ( the type of questions depend on the position you are applying for)
Interview questions [1]
Question 1
Examples: CDS Hedging, vega digital call, Wiener processes, different hedging strategies.
They help you during the whole interview, I think that they try to understand your reasoning, and how you deal with stressful situations.