what is the biggest strength and weakness of you?
Market Risk Associate Interview Questions
531 market risk associate interview questions shared by candidates
-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 is VaR? What is your future long-term career plan? What part of the job you are most excited about based on the JD and the discussion with the team members?
Multiple situational questions, followed by resume and role review.
Walk me through your resume. Briefly explain how call and put option works
Ask about knowledge on bonds, discount rate, pricing models
-background -previous working experience -technical knowledge on FRTB
Interpret VaR in your own words
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