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Bbva Market Risk Analyst Interview Questions

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  1.  

    Market Risk Analyst Interview

    Anonymous Interview Candidate in Birmingham, AL
    Anonymous Interview Candidate in Birmingham, AL
    Application Details

    The process took 2 weeksinterviewed at Bbva in April 2011.

    Interview Details

    phone interview + on-site interview. Questions covered option pricing methods, monte carlo simulation, Value at Risk, etc.

    Interview Questions
    • Derive finite difference method for option pricing from B-S PDE and explain the difference between explicit and implicit finite difference   View Answer
    Accepted Offer
    Neutral Experience
    Difficult Interview
  2.  

    Market Risk Analyst Interview

    Anonymous Interview Candidate
    Anonymous Interview Candidate
    Application Details

    I applied online – interviewed at Bbva.

    Interview Details

    just got the phone interview, basically a resume review

    Interview Questions
    No Offer

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