Market Risk Analyst applicants have rated the interview process at BNP Paribas with 5 out of 5 (where 5 is the highest level of difficulty) and assessed their interview experience as 100% positive. To compare, the company-average is 66.2% positive. This is according to Glassdoor user ratings.
Candidates applying for Market Risk Analyst roles take an average of 90 days to get hired, when considering 1 user submitted interviews for this role. To compare, the hiring process at BNP Paribas overall takes an average of 34 days.
Common stages of the interview process at BNP Paribas as a Market Risk Analyst according to 1 Glassdoor interviews include:
IQ intelligence test: 50%
One on one interview: 50%
Here are the most commonly searched roles for interview reports -
Several rounds with teams of two marker risk officers , focusing mostly on logical reasoning and brain teasers, capital markets knowledge (e.g. gold or s&p 500 price), Greeks / derivatives and risk related questions. I'd say it's relatively difficult
Interview questions [1]
Question 1
Describe a combination of options where you are long vega, flat delta
I applied online. The process took 3 months. I interviewed at BNP Paribas
Interview
Four rounds of technical interviews were conducted virtually over a three-month period. The interviewers were thoughtful, respectful, and professional beyond my expectations. The technical questions were a mix of pure quantitative and insight-driven questions.
Interview questions [1]
Question 1
How to interpret the term structure of credit spread. Is it always upward sloping?
What is basis risk? How to hedge basis risk?
How to replicate the digital option pay-off?
I applied online. The process took 4 weeks. I interviewed at BNP Paribas (Lisbon, Lisbon District) in Jul 2021
Interview
The interview process was straightforward, consisting of four rounds, each lasting approximately 30 minutes. About a month later, I received an offer. The questions focused on financial products, FRTB regulation, Greeks, and risk management.
Interview questions [1]
Question 1
Describe the assumptions of the Black-Scholes formula.
What is the volatility smile?
How can you adjust the constant volatility assumption?