I applied through university. I interviewed at BNP Paribas Securities Services (Cambridge, MA) in Feb 2015
Interview
Interviewer give brief introduction on what they do
Technical questions
The interviewer is very nice! He explained things to me that I have not answered!
Nodding and eye contact keep me relaxed in the interview.
It is my first face-to-face interview! Good experience!
Interview questions [1]
Question 1
1) Data structure question: pointer value.
2) An algorithm question (write the code) and calculate O (n).
3) A data analysis question. What you will do given the data you have. How to deal with logistic regression.
4) Stochastic calculus. Brownian motion , .....
No financial background needed.