Interviewed at BlackRock in December 2014. 2 seperate interviews - one technical (maths, probability, brainteasers) and one behavioural, both interviewers very friendly. Questions: Tell me something about the markets, covariance of a linear combination of random variables, duration, convexity, how do you calculate the moments of a normal variable, where do you see yourself in 4-5 years time.

Had an on-campus interview first then was invited to NYC for the superday. 6 back-to-back 30 minutes technical interviews on site. Interview questions consist of coding, Java&C++ concept, math and brain teaser. Math related programming questions are really tricky. All the interviewers seems to be very knowledgeable. Great experience. Questions that I can remember are How BST works and implement it. Write a memory leak in C++. How to avoid memory leak? How smart pointer works? DP stairs question. write a function to calculate e^x (x is double). Write function to calculate sqrt of x Implement first in first out Cache convert big Endian to little Endian

I got this opportunity from OCR. Nice manager and friendly process. Questions are from easy to difficult step by step. Questions include option pricing and programming. He will make it more difficult if you can answer until you can't to test your limit, I guess. One question asked me to write a piece of code for something, then to make improvement.