Barclays Capital

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Barclays Capital Market Risk Analyst Interview Questions & Reviews

Updated Feb 5, 2014
All Interviews Received Offers

Getting an Interview  

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Interview Experience  

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Interview Difficulty  

Average Difficulty
2 candidate interviews Back to all interview questions
Relevance Date Difficulty
in

Accepted Offer

Positive Experience

Average Interview

Market Risk Analyst Interview

Market Risk Analyst
Singapore (Singapore)

I applied through a staffing agency and the process took 1+ week - interviewed at Barclays Capital in July 2012.

Interview Details – The interview has two rounds: one with the hiring manager and another one with director. Both have technical and people questions.


No Offer

Positive Experience

Average Interview

Market Risk Analyst Interview

Market Risk Analyst
London, England (UK)

I applied through a recruiter and the process took a day - interviewed at Barclays Capital in June 2011.

Interview Details – A headhunter sent my CV to BarCap. Few days later I got an email from the headhunter saying that the Market Risk Engineering team at BarCap wants to see me.

I had 2 interviews, both of them were 1 on 1. Both were technical.

I come from a Quant background and have no experience with VaR (Value at Risk). That's probably why I didn't get the job.

Interview Questions

  • Tell me the different ways that you can calculate VaR (Value at Risk).   View Answers (2)
  • Tell me the different types of VaR that you know.   View Answer
  • Discuss the flaws of Black-Scholes.   View Answers (2)
  • How do you decide which discount curve to use when valuing future cash flows of financial instruments (bonds, IRS,...)?   View Answer
  • How do you calculate non-linear VaR.   Answer Question

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