Barclays Capital

  www.barcap.com
  www.barcap.com

Barclays Capital Market Risk Analyst Interview Questions

2 Interview Reviews

Interview Experience

Interview Experience

100%
0%
0%

Getting an Interview

Getting an Interview

50%
50%

Interview Difficulty

3.0
Average

Interview Difficulty

Hard

Average

Easy

2 Candidate Interview Reviews Back to all interviews

Sort: Popular Date Difficulty

 

Market Risk Analyst Interview

Anonymous Interview Candidate in Singapore (Singapore)
Anonymous Interview Candidate in Singapore (Singapore)
Application Details

I applied through a staffing agency. The process took 1+ weekinterviewed 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.

Accepted Offer
Positive Experience
Average Interview

Other Interview Reviews for Barclays Capital

  1. 1 person found this helpful  

    Market Risk Analyst Interview

    Anonymous Interview Candidate in London, England (UK)
    Anonymous Interview Candidate in London, England (UK)
    Application Details

    I applied through a recruiter. The process took a dayinterviewed 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
    No Offer
    Positive Experience
    Average Interview

Work at Barclays Capital? Share Your Experiences

Barclays Capital

 
Click to Rate
or

The difficulty rating is the average interview difficulty rating across all interview candidates.

The interview experience is the percentage of all interview candidates that said their interview experience was positive, neutral, or negative.

Your response will be removed from the review – this cannot be undone.