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Quantitative Analyst / Commodities

at BNP Paribas

Added by Anonymous
5
Review
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.
Back to interviews

Quantitative Analyst / Commodities

at BNP Paribas

Added by Anonymous
5
Review
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.