I applied in-person. The process took 1 day. I interviewed at Merrill (London, England)
Interview
Met for an hour with potential line supervisor, very nice person, very smart. Discussed the role and how my background would be suited to it. Discussed my PhD and what I wanted from a career in banking. Went over Monte Carlo integration methods, and other methods for non analytical solutions, Simpson rule, trapezium rule for instance.
Interview questions [1]
Question 1
How could you integrate a function non analytically.
The first round is a video interview through the Ai.
The second round, two heads from HK and Australia will call you. Each manager will take 30 minitues to ask you some questions about your experience and stochastic process.
Interview questions [1]
Question 1
Your work.
SABR model
martingale
duration
volatility smile
I applied online. The process took 3 months. I interviewed at Merrill (London, England) in Feb 2017
Interview
Took two online quizes pretty much back to back days, Wait 40 days for email from HR with a phone interview request. Scheduled an in person interview while on that phone interview. IN person interview was about10 questions from the manager.
