I applied in-person. The process took 4 weeks. I interviewed at BNP Paribas (Seoul) in Sep 2014
Interview
you might have 3~4 on-site interviews. They might ask you some tricky questions. i would like to recommend you to read a lot of psychiatry books.
you can answer most of interview questions if you have common-sense. I believe that you may have to know as many people as possible in this firm to know about your interviews.
Interview questions [1]
Question 1
Let's say there are 10 apples in the re-fridge. and all of them will be gone bad at the same speed. You are only able to have one apple per day. which of apple would you to have in each day?
nice interview, all tech question,and the hiring manager is friendly, he will ask question on your resume and then share his feeling, after that he will discuss more about the option pricing method details
Two interviews, one with Rh, another with the manager. The manager asked for questions regarding credit risk, python and the SAS programming language, specially regarding dataset manipulation using proc, and the rest of SAS commands
Technical interviewees conducted by nice interviewees, had a computer science theory part, as well as maths theory part, then coding part with a shared screen. The interview was fully online.