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      KPMG

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      Market Risk Analyst Interview

      Apr 3, 2025
      Anonymous Interview Candidate
      Mumbai
      Declined offer
      Neutral experience
      Average interview

      Application

      I applied online. The process took 2 weeks. I interviewed at KPMG (Mumbai) in Jan 2025

      Interview

      Asked related to Market risk concepts like Derivatives , Options, Black-scholes model, Regression analysis, VaR, Expected Shortfall, Trading strategies, Stochastic interest rate , Vasicek , Hull white model and its calibration.

      Interview questions [1]

      Question 1

      They asked specifically about my coding skills. Python is utmost important.
      Answer question