I applied online. The process took 2 weeks. I interviewed at KPMG (Mumbai) in Jan 2025
Interview
Asked related to Market risk concepts like Derivatives , Options, Black-scholes model, Regression analysis, VaR, Expected Shortfall, Trading strategies, Stochastic interest rate , Vasicek , Hull white model and its calibration.
Interview questions [1]
Question 1
They asked specifically about my coding skills. Python is utmost important.