Market Risk Analyst Interview Questions

(Posted anonymously by job candidates)

9 Companies: 13 of 9

PNC Financial Services Group Interviews

3 Market Risk Analyst Interview Questions and Reviews

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Goldman Sachs Interviews

2 Market Risk Analyst Interview Questions and Reviews

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Morgan Stanley Interviews

2 Market Risk Analyst Interview Questions and Reviews

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10 Interview Questions: 110 of 10 Sort by  

Apr 25, 2014

Interview Question for Anonymous at CME Group:

“What is Greeks, duration, convexity. The formula using them to calculate asset price.
How will you spend your 100 million.
What book you read recently.
How will commodity price change during war…”

Feb 12, 2014

Interview Question for Anonymous at Bank of America:

“What is expected shortfall?
What are the strengths and weaknesses of historical simulation, Monte-Carlo simulation, and Variance-Covariance method in VaR calculation?”

Feb 8, 2014

Interview Question for Anonymous at Morgan Stanley:

“What if the VaR is too small and the loss can be ignored?”

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Jan 9, 2014

Interview Question for Anonymous at Goldman Sachs:

“Do you know anything about valuation models?”

Jun 4, 2012

Interview Question for Market Risk Analyst at BNY Mellon:

“Why are you seeking employment”

Mar 8, 2012

Interview Question for Market Risk Analyst at PNC Financial Services Group:

“Can you forecast the S&P 500 index ?”

May 31, 2011

Interview Question for Market Risk Analyst at Bbva:

“Derive finite difference method for option pricing from B-S PDE and explain the difference between explicit and implicit finite difference”

Nov 20, 2010

Interview Question for Market Risk Analyst at Morgan Stanley:

“Name the main greeks and how they are derived.”

Jun 15, 2010

Interview Question for Anonymous at UBS Investment Bank:

“10 yr bond with 9% coupon, market yield is 3%, what's the price of this bond?”

May 12, 2010

Interview Question for Market Risk Analyst at PNC Financial Services Group:

“what is your weakness”

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