1. What do u know abt the job role? 2. some 5 questions on my resume. 3. Some questions regarding market risk, var and sensitivity analysis 4. Some accounting related questions 5. behavioural questions.
Market Risk Associate Interview Questions
535 market risk associate interview questions shared by candidates
Draw the gamma of a binary option.
Why are you seeking employment
why you interested in BOK?
What is Greeks, duration, convexity. The formula using them to calculate asset price. How will you spend your 100 million. What book you read recently. How will commodity price change during war time. How will the option price change if the BSM assumption is not log normal distribution.
What is the interest rate swap, and how to price it?
Derivative of x^x. How to construct yield curve. Name exotic options and the pricing methodology.
General risk questions such as defining the greeks.
The first round Most of the questions are behavioral questions In addition, asking me some questions about financial knowledge and excel knowledge. I do not enter the second round.
I didn't expect they go really detail on resume, dig into CDO and monte-carlo simulation
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