Describe why you are qualified for the job
Counterparty Risk Analyst Interview Questions
38 counterparty risk analyst interview questions shared by candidates
Resume related questions; Why this role and why switching roles? Nothing super technical
Are you familiar with the concept of PFE?
How to calculate FPE? explain the same for any derivative product such as IRS etc.?
your past experience; what is interest rate swap; ask very detailed questions about my past internship and what am I expect for this group
counterparty experience and related to resume, scenarios opinions
I was asked a statistical question.
Basic knowledge about VaR, types, pros and cons
Critical Skills: meaning technical questions related to the position. What is CCR? Types of risk you know? Particularities of OTC derivatives? OTC modelling? Types of models used, how are they build and what are their main components and outputs? define PFE, EFE, EE, EEPE, RWA's, VaR, etc. Be aware of regulators and regulation landscape, and macroeconomics.
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