Listening to its employees
Compensation level quite low.
All the structurers come one by one and ask questions. Each has his own kinds of questions, and sometimes the questions overlap. This means you can get the answer from one interviewer and give it to the next if he asks the same question.
Had a single interview in Paris that lasted for 2h30 approximately. The questions were logically very quantitative. You should read at least the first half of John Hull's book in order to be ready and review your maths courses.
Classic interview with many finance questions, particularly the classics for structured products. How to recreate a cap with options on a swap? What is the economic and mathematical thinking behind the volatile smile?
All the structurers come one by one and ask questions. Each has his own kinds of questions, and sometimes the questions overlap. This means you can get the answer from one interviewer and give it to the next if he asks the same question.
Had a single interview in Paris that lasted for 2h30 approximately. The questions were logically very quantitative. You should read at least the first half of John Hull's book in order to be ready and review your maths courses.
Classic interview with many finance questions, particularly the classics for structured products. How to recreate a cap with options on a swap? What is the economic and mathematical thinking behind the volatile smile?