I applied through university. I interviewed at The Options Clearing Corporation (Chicago, IL) in Dec 2023
Interview
It was two steps in interview, first was with hr and second one was with two teams members and hiring manager. Asked about experience and asked questions based on star method
VaR vs ES difference, please describe this difference and method, step by step. different methods to calculate VaR when we use one method and when we use ES to value the risk
First round interview was very easy. Talked about company culture and goals and my relevant experience. They also explained the next step would be meeting the rest of the team. Ended up declining next round due to another offer
Interview questions [1]
Question 1
Explain your most recent role and how it connects to this role