I applied through college or university. I interviewed at UniCredit Group (Milan) in Mar 2017
Interview
The process consist in two part. One phone interview with HR and I face-to-face interview with the quant of the office itself. You will sit in a room with 2 two couples of Analyst since probably different Group will be interested to your profile and they will propose two different jobs
Interview questions [1]
Question 1
Q: Given three ZCB on he market find out how to define a risk-free rate and try to evaluate the ZCB by pricing the cashflows. By hypothesis for each ZCB the probability to gain or loss 10bps was given so that the problem is about a binomial tree of length 1
