I applied online. The process took 4 weeks. I interviewed at BNP Paribas in Oct 2019
Interview
First a written test about fundamental maths and probability, then algorithms and several Machine learning algorithms (non-deep), experience related to machine learning; The whole process was 2 days in total.
Interview questions [1]
Question 1
Derive logistic regression from linear Gaussian model
I applied online. The process took 1+ week. I interviewed at BNP Paribas (London, England) in Jan 2015
Interview
First Submit your resume online, then contacted by human resources to schedule a written test. Written test is about general mathematics, financial /derivative pricing theories, ODE, PDE, algorithms programming. Then once the test score is released, people who got scores higher than certain threshold can proceed to the 2nd round of back to back interviews (3-4 people), others were asked to leave. Once passed, another round of onsite interview (6-8 people) then offering stage
two technical interview by desk quantitative researcher, one HR interview, one online test, it took nearly one month. all interview are on-site, HR would ask many behavior question and quantitative researcher would ask math problem