Risk Manager Interview Questions

1,588 risk manager interview questions shared by candidates

Ther weren't any questions. I was just explained the job description since they wouldn't disclose anything over the phone, not the job description, not the salary nor benefits, not the general scope of the job, etc. Then the interviewed said that they would get back with me and I was ghosted. I called twice to inquire about an update and no one every answered nor returned my calls. scam company.
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Risk Manager

Interviewed at E3 HR

3.6
Jul 14, 2023

Ther weren't any questions. I was just explained the job description since they wouldn't disclose anything over the phone, not the job description, not the salary nor benefits, not the general scope of the job, etc. Then the interviewed said that they would get back with me and I was ghosted. I called twice to inquire about an update and no one every answered nor returned my calls. scam company.

Calculate convexity on various curve trades Calculate volatility on 10yr it’s Given various products, how would you trade them in various market conditions including hedges End to end of mbs (creation to impact from interest rates) What products have positive convexity Calculate duration Trading strategies: bond futures basis - how do you identify the ctd bond (and: highest implied repo rate) and explain the connection to the funding mkts What are the risks of (some) index that I’d never heard of so I didn’t even know what the products that trade in it were so I didn’t know how to evaluate risk Some more index risk related questions Do you know how to code? This is all I remember
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Portfolio Risk Manager

Interviewed at PIMCO

3.8
Apr 11, 2021

Calculate convexity on various curve trades Calculate volatility on 10yr it’s Given various products, how would you trade them in various market conditions including hedges End to end of mbs (creation to impact from interest rates) What products have positive convexity Calculate duration Trading strategies: bond futures basis - how do you identify the ctd bond (and: highest implied repo rate) and explain the connection to the funding mkts What are the risks of (some) index that I’d never heard of so I didn’t even know what the products that trade in it were so I didn’t know how to evaluate risk Some more index risk related questions Do you know how to code? This is all I remember

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