Market Risk Analyst applicants have rated the interview process at BNP Paribas with 2.5 out of 5 (where 5 is the highest level of difficulty) and assessed their interview experience as 50% positive. To compare, the company-average is 63.2% positive. This is according to Glassdoor user ratings.
Candidates applying for Market Risk Analyst roles take an average of 30 days to get hired, when considering 2 user submitted interviews for this role. To compare, the hiring process at BNP Paribas overall takes an average of 27 days.
Common stages of the interview process at BNP Paribas as a Market Risk Analyst according to 2 Glassdoor interviews include:
One on one interview: 33%
Background check: 33%
Skills test: 33%
Here are the most commonly searched roles for interview reports -
I applied through college or university. The process took 4 days. I interviewed at BNP Paribas (London, England) in Aug 2022
Interview
Technical questions.
Things to know:
Value at risk definition, Expected shortfall definition.
Sensitivities to Greeks.
Greeks are used to calculate PnL via Taylor series expansions.
The interviewers were friendly and helpful to explain concepts I didn't understand.
In the end, was a brief explanation of the team's functions, plus a short briefing of what the remaining process is like if you're one of the potential candidates.
Interview questions [5]
Question 1
What does it mean for the yield and the coupon of a bond if a bond is priced at par? I.e. Discounted value = market value
Several rounds with teams of two marker risk officers , focusing mostly on logical reasoning and brain teasers, capital markets knowledge (e.g. gold or s&p 500 price), Greeks / derivatives and risk related questions. I'd say it's relatively difficult
Interview questions [1]
Question 1
Describe a combination of options where you are long vega, flat delta
I applied online. The process took 3 months. I interviewed at BNP Paribas
Interview
Four rounds of technical interviews were conducted virtually over a three-month period. The interviewers were thoughtful, respectful, and professional beyond my expectations. The technical questions were a mix of pure quantitative and insight-driven questions.
Interview questions [1]
Question 1
How to interpret the term structure of credit spread. Is it always upward sloping?
What is basis risk? How to hedge basis risk?
How to replicate the digital option pay-off?
I applied through an employee referral. I interviewed at BNP Paribas (Paris) in Apr 2023
Interview
It was my first interview and I wasn't prepared for a technical one. It had to do with explaining different part of the mathematics used in finance as well as explaining how the model works and such things
Interview questions [1]
Question 1
Explain how to derive the close form of a call given by the B&S model