Market Risk Analyst Interview Questions

(Posted anonymously by job candidates)

8 Companies: 13 of 8

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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9 Interview Questions: 19 of 9 Sort by  

Feb 12, 2014

Interview Question for Market Risk Analyst 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 Market Risk Analyst at Morgan Stanley:

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

Jan 9, 2014

Interview Question for Market Risk Management & Analysis Summer Analyst 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 Market Risk Analyst 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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