BBVA Market Risk Analyst Interview Questions | Glassdoor

BBVA Market Risk Analyst Interview Questions

2 Interview Reviews

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Market Risk Analyst Interview

Anonymous Employee in Birmingham, AL
Accepted Offer
Neutral Experience
Difficult Interview

Application

The process took 2 weeks. I interviewed at BBVA (Birmingham, AL) in April 2011.

Interview

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   1 Answer

Other Interview Reviews for BBVA

  1.  

    Market Risk Analyst Interview

    Anonymous Interview Candidate
    No Offer

    Application

    I applied online. I interviewed at BBVA.

    Interview

    just got the phone interview, basically a resume review

    Interview Questions


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