I applied online. The process took 4 weeks. I interviewed at BNP Paribas in Oct 2019
Interview
First a written test about fundamental maths and probability, then algorithms and several Machine learning algorithms (non-deep), experience related to machine learning; The whole process was 2 days in total.
Interview questions [1]
Question 1
Derive logistic regression from linear Gaussian model
nice interview, all tech question,and the hiring manager is friendly, he will ask question on your resume and then share his feeling, after that he will discuss more about the option pricing method details
Two interviews, one with Rh, another with the manager. The manager asked for questions regarding credit risk, python and the SAS programming language, specially regarding dataset manipulation using proc, and the rest of SAS commands
Technical interviewees conducted by nice interviewees, had a computer science theory part, as well as maths theory part, then coding part with a shared screen. The interview was fully online.