It was around 40 minutes long and was more of a chat than an interrogation. Fairly basic questions, why did I decide to study finance, what is a recent event affecting global markets, no technical questions, more general understanding of financial markets.

I applied online and HR called back in about 4 weeks to invite me for an interview. 1st Interview: The first interview was a pleasant conversation about the position and my resume. I was asked about my familiarity with BNP Paribas and I shared some of my knowledge about the bank's history and global presence including its subsidiaries in various countries. I also mentioned my familiarity with the 2000 merger and individual activities of Banque Nationale de Paris (BNP) as well as Banque de Paris et des Pays-Bas. I had read some of the bank's financials as well and I think the interviewer was quite impressed at that point. 2nd Interview: Second interview took place two weeks later and I was invited one week after the first one. I met the department manager who was a partner and one of her associates. This round was a lot more technical and after initial introductions I was provided with a notepad and a pen and they started asking me technical and quantitative questions about trading, finance, commodities and economics. The ones I remember are: - Can you explain the Black-Scholes-Merton equation and all of its mathematical and financial components? - Can you briefly walk me through HMM (Hidden Markov Model)? - What do you think about the evolution of statistics and machine learning in the future? - What are the critical parameters in a Monte Carlo simulation? - Tell me about commodity categories. - What do you know about cross-border energy trading activities in Europe? - Can you tell me about agricultural trading at global scale? - How would you prefer working with spatio-temporal datasets? - Do you know the differences between GFS and ECMWF weather prediction models? - Explain stochastic volatility vs implied volatility. Would you be able to write a program that graphs volatility surface? Briefly explain how. I was able to answer most of the technical questions except some follow up questions about HMM and Monte Carlo and some of the meteo-related questions as I only had some experience with the weather forecasting from sailing until that point. I got an offer before the end of the same week.