I applied online. The process took 3 weeks. I interviewed at BNP Paribas
Interview
Once we apply online, we are invited to take a numerical and logical test which is not too difficult if you're familiar with basic stochastic analysis and vanilla options, then you're invited to 2 or 3 rounds of interviews (2x1h each time) with several members of the research on subject such as stochastic analysis, programming, statistics, vanilla options and brain teaser
Interview questions [1]
Question 1
Calculate E[B(t)|B(0), B(1)] with B a brownian motion and 0<t<1.
I applied online. The process took 2 weeks. I interviewed at BNP Paribas
Interview
Applied via online application and was subsequently invited to two telephone interviews followed by one video conference interview. Asked mainly technical and some fit questions. Overall à positive interview process with no particularly challenging questions. Basic financial accounting and valuation questions. A simple brainteaser was also asked.
I applied through college or university. The process took 1 week. I interviewed at BNP Paribas (Rom) in Feb 2015
Interview
Screening CV, assessment centre with English test and role games. 2 interviews 1:1, first one with HR during the same day of the assessment, second one at the office with potential colleagues