I applied online. The process took 2 weeks. I interviewed at MSCI (Beijing, Beijing) in May 2017
Interview
The interview lasts about 2 hours. First, you are required to read an analytical spec. Then you are expected to give a presentation about your understanding regarding the spec.
After that, interviewers will ask you questions regarding or not regarding the presentation.
Interview questions [2]
Question 1
What id the implied volatility? Why do we observe volatility smile?
