I applied online. I interviewed at UniCredit Group
Interview
4 interviews in a day with
- a quant
- an analyst
- team manager
- Line manager
The first interview was conducted in the morning - the others in the afternoon.
After 3 days I had the offer for a 6-month internship in Milan, Italy
Interview questions [1]
Question 1
- Greeks
- Vega and call price relationship
- bonds pricing
- interest rate swap
- certificates
- covered warrant
- cap and quanto
