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Market Risk Analyst Interview Questions

(Posted anonymously by job candidates)

6 Companies: 13 of 6

PNC Financial Services Group Interviews

2 Market Risk Analyst Interview Questions and Reviews

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Bbva Interviews

1 Market Risk Analyst Interview Question and Review

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Goldman Sachs Interviews

1 Market Risk Analyst Interview Question and Review

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6 Interview Questions: 16 of 6 Sort by  

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 Market Risk Analyst at UBS IB:

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

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