Bbva Market Risk Analyst Interview Questions & Reviews

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Market Risk Analyst Interview

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

The process took 2 weeks - interviewed 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   Answer Question
Accepted Offer
Neutral Experience
Difficult Interview

Other Interview Reviews for Bbva

  1.  

    Market Risk Analyst Interview

    Anonymous Employee
    Anonymous Employee
    Application Details

    I interviewed online - interviewed at Bbva.

    Interview Details

    just got the phone interview, basically a resume review

    Interview Questions
    No Offer

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