J'ai postulé en ligne. Le processus a pris 3 semaines. J'ai passé un entretien chez LCH en juin 2021
Entretien
The interview is only one round with three interviewers, two of them are managers, the other one is the head. The interview is mainly about the projects of my academic research and working experience.
Questions d'entretien [1]
Question 1
1. VaR and 3 valuation methods; explain their advantages and disadvantages respectively
2. Difference between VaR and ES
3. PnL;
4. Interest Rate Swap related;
5. PnL and portfolio risk estimation
