I applied through an employee referral. The process took 2 weeks. I interviewed at Numerix (New York, NY) in Aug 2016
Interview
First round was phone inerview.
After that was on site interview. You will have enough time to prepare for interviews(almost a week).
I was asked to derive Black Scholes formula in the phone interivew.
In second round, I was interviewed by two interviewers. Interview questios include basic derivatives knowledge, B-S formula, change numeria, swaptions and different kinds of interest rate models .
Interview questions [1]
Question 1
derivation of BS formula.
Basic knowledge of forward, future, option, swap and swaption.
Different kinds of interest rate models, pros and cons.
Interview questions included quantitative and behavioral questions. The candidate should finish a paper test within 120 mins. It covers basic quant models and pricing topics. After that, the candidate will have 1 to 1 talk re some behavioral questions.
I applied through university. I interviewed at Numerix (New York, NY) in Feb 2021
Interview
smooth and nice， quick progress，quick response. Give feedback and always welcome any questions. In the meanwhile, ask not only the quant questions, also including the general behavior question. Give quick backup and give some hints for any issues arise.