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Market Risk Associate Interview Questions
535 market risk associate interview questions shared by candidates
Technical part: option pricing, fixed income, SQL, R and Python. Personal infomation, working experience and the earlist date availabel.
-On the spot given a random portfolio of securities (mine was cash equities, futures, oil commodity, EURIBOR) How would you value it's risk? -If one day VaR is low, next day it has sky rocketed, what could the reason for that be? -You are a *random commodity* producer, who wants to hedge his expected production, how can you hedge? (which type of future/ option would you use) -If you have a long/short position, the values on which part of the normal distribution curve would worry you? -Which party has a(n) (in)finite gain/loss on an option? (think buyer/issuer) -question on liquidity risk -lots of questions on VaR
domande tecniche: VaR, ES, FTRB
Explain what is duration? What is convexity ?
What challenging stakeholders have you handled before?
Tell me about HS VaR ? Tell me about yourself and your resume. Describe some of your projects.
What do you do in your current job?
Technical questions based on my resume (e.g. how do you stress securitization ?)
Questions on prior exp. in project management
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