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      BNY

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      OTC Derivatives Analyst Interview

      22 Sept 2015
      Anonymous employee
      Pune
      Accepted offer
      Positive experience
      Average interview

      Application

      I applied through an employee referral. The process took 1 day. I interviewed at BNY (Pune) in Jun 2012

      Interview

      Generally has two rounds of interviews. One with one or two senior quants. Questions in this round include puzzles, questions in finance domain based on the candidate's background and on Excel functions. Puzzles are generally a little tough while very basic questions are asked about Excel functions (e.g. questions on functions like vlookup, match etc.) Second interview is with manager with some technical questions and behavioral questions to assess if the candidate is a good fit for team.

      Interview questions [1]

      Question 1

      What is VaR? What is a derivative? What are options? What are basic assumptions of Black-Scholes model? How do you use vlookup and hlookup functions?
      Answer question
      4

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