Me postulé a través de un reclutador. El proceso tomó 1 día. Acudí a una entrevista en BBVA (Madrid)
Entrevista
Got called to my office by BBVA HeadHunter to accept to meet the manager and the team directly to their offices... There I got rounds of interviews with quants, traders and finally HR. Classic process ...
Preguntas de entrevista [1]
Pregunta 1
They expect you to know well your stochastic calculus (PDEs, Feynmann-Kac) and also products pricing (understanding of smile calibration, stochastic vol...) and you also get a C++ test with the dev team.