I applied online. The process took 5 weeks. I interviewed at Vestcor (Fredericton, NB) in Apr 2024
Interview
It was a 3 step process. Very nice and friendly people
1st Round: HR Manager, PM Lead and CIO
2nd Round: In depth technicals plus behaviourals
3rd Round: Case Study + Presentation
Interview questions [1]
Question 1
1) What is the difference between Modified and Macaulay Duration?
2) What is VAR? What is CVAR?
3) What is conditional heteroskedasticity?
4)What is your level of knowledge on Python and C++? Any knowledge on API integrations between systems and software programs for automation?
