C'est quoi une obligation ? Les différents types de risque ? La var ?
Market Risk Associate Interview Questions
535 market risk associate interview questions shared by candidates
What are the assumption of BS pricing
how do you calculate VaR and wich method is the most accurate)
-background -previous working experience -technical knowledge on FRTB
What is var? What is a CDS? What is a digital optional?
Walk me through your resume. Briefly explain how call and put option works
Multiple situational questions, followed by resume and role review.
Market risk VaR Expected shortfall
Derivatives, Stochastic Calculus, Basic probability questions
Define for me what is value at risk (VaR).
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