Ross was sacked by Sunderland last month with the Black Cats outside the League One play-off places with club bosses concerned that he would not be able to win the club promotion this season. Phil Parkinson was appointed in his place.
But the Scot is eyeing a swift return to management and is keen on both the Hearts and Hibernian jobs, with Ross a strong contender to succeed Paul Heckingbottom at Easter Road.
Hearts, report the Edinburgh Evening News, have interviewed Ross, Stuart McCall and Steve Cotterill for their managerial vacancy with interviews with more candidates planned before the weekend.
They report: “The Edinburgh club are conducting interviews after sacking Craig Levein and plan to speak with other potential candidates before the weekend.
“McCall, Ross and Cotterill all held talks with Tynecastle officials this week but owner Ann Budge is in no rush to make an appointment.
“She is content to leave interim manager Austin MacPhee in charge whilst doing due diligence on prospective new coaches.”
Ross has also been interviewed by Hibs.
Speaking last month in an interview with The Athletic, Ross revealed he was keen to get back into management.
He said: “Management is the right fit for me.
“I’d go back into it tomorrow. I just like the buzz I get from it. I’m open-minded. I’d go abroad, I’d stay in England,” he added.