I applied online. The process took 1 day. I interviewed at BNP Paribas (Singapur) in Jan 2014
Interview
1: First Round: Numerical Testing
2: Second round: 1 to 1 interview with an FX trader.
I think the questions you will be asked depends on the interviewer. My interview gave me an absolute hard time. I will say this was technically the hardest interview i have ever attend. He ask me questions for 1 good hour. No calculator allowed or materials what so ever. I'm not sure if i will be invited for the second round but i dont think i will. I managed to answer most of the questions correctly given the time limit. (Yes, you are not suppose to take too long to answer)
Interview questions [1]
Question 1
What probability is 1 std dev from the mean of a normal distribution?
S=100, Flat structure, strike=110, vol=10% what is the chance that the call option will be in the money?
Speed Math: is 5.5^2 closer to 5^2 or 6^2?
Recite the BS equation, what are the parameters need to solve that?
What is the formula for future's price?
Plain vanilla call, KO option with barrier > K, KO option with barrier < K. Rank these options from cheapest to most expensive.