Very well structured interview. The panelists touched upon the basic concepts mentioned in my CV and also asked me questions about risk framework implementation. The governance related questions were specially well researched and demonstrated that the panelists are looking to hire someone with a 360 deg view of risk.
Interview questions [1]
Question 1
Why is expected shortfall better than VaR as a risk measure?
I applied online. I interviewed at Barclays (Londres, Inglaterra) in Apr 2025
Interview
A 3-round interview, including a personality interview, some personality questions to see if that works for the company mindset, a programming language (Python or C++) interview, and a math (probabilities and linear Algebra) interview.
It was just one interview. Applied online, received a phone call with further questions. Interview was scheduled and it was on critical skills and technical questions. This was done virtually and I was contacted via phone 2 weeks after.