I applied through an employee referral. The process took 1 day. I interviewed at BNP Paribas in Jun 2010
Interview
The interviewers aske me very quantitative questions on probability, statistics, and stochastic calculus. Answered most of them but for one on Ito's calculus. There are some problems on probability too. There are two rounds, which take about 45 minutes each.
In general, prepare well in math and perhaps computer programming too.
Interview questions [1]
Question 1
Can an irrational power of an irrational number give you a rational number?
brainteaser question. You have 2 identical glasses break when thrown higher than a specific number of stories. You are in a 100 story building. What is the least number of tries you need do to assure the story number after which the plates are broken when thrown off the building?
