J'ai postulé en ligne. Le processus a pris 4 semaines. J'ai passé un entretien chez Barclays (New York, NY) en déc. 2023
Entretien
It was smooth with 3 rounds.
ASked me about VaR distributions and DV01 approximations for a 0.01% IR moves.
Asked me about Vega of a MBS security. Complete description about VaR.