I applied online. The process took 4 weeks. I interviewed at The Options Clearing Corporation (Chicago, IL) in Apr 2018
Interview
submitted the application online, and after about 2 weeks, hr reached out and set up a phone interview, about one day after the phone interview, onsite interview was scheduled. phone interview included self introduction, questions on what you've done based on the resume. Onsite questions were more behavioral.
VaR vs ES difference, please describe this difference and method, step by step. different methods to calculate VaR when we use one method and when we use ES to value the risk