Barclays Market Risk Analyst Interview Questions | Glassdoor

Barclays Market Risk Analyst Interview Questions

Updated Jan 4, 2017
5 Interview Reviews

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Market Risk Analyst Interview

Anonymous Interview Candidate in New York, NY
No Offer
Positive Experience
Easy Interview

Application

I applied through college or university. I interviewed at Barclays (New York, NY) in November 2016.

Interview

Apply through University and referral from an employee. First round phone interview with director. The interview was behavioral. Didn't get to superday. I heard that the superday was basically case interview and brain teasers.

Interview Questions

Other Interview Reviews for Barclays

  1.  

    Market Risk Analyst Interview

    Anonymous Interview Candidate in New York, NY
    No Offer
    Neutral Experience
    Average Interview

    Application

    I applied online. The process took 2 weeks. I interviewed at Barclays (New York, NY) in January 2016.

    Interview

    I applied on the website and got interview invitation in 2 weeks. I interviewed with 3 different person in their New York office, 2 behavior and 1 technical. The first one was about communication skills, and the second one was to test your IQ I believe... The last one was all about technical questions, like time series, option pricing, and some projects listed on your resume.

    Interview Questions


  2.  

    Market Risk Analyst Interview

    Anonymous Employee in Singapore (Singapore)
    Accepted Offer
    Positive Experience
    Average Interview

    Application

    I applied through a staffing agency. The process took 1+ week. I interviewed at Barclays (Singapore (Singapore)) in July 2012.

    Interview

    The interview has two rounds: one with the hiring manager and another one with director. Both have technical and people questions.


  3. Helpful (5)  

    Market Risk Analyst Interview

    Anonymous Interview Candidate in London, England (UK)
    No Offer
    Positive Experience
    Average Interview

    Application

    I applied through a recruiter. The process took 1 day. I interviewed at Barclays (London, England (UK)) in June 2011.

    Interview

    A headhunter sent my CV to BarCap. Few days later I got an email from the headhunter saying that the Market Risk Engineering team at BarCap wants to see me.

    I had 2 interviews, both of them were 1 on 1. Both were technical.

    I come from a Quant background and have no experience with VaR (Value at Risk). That's probably why I didn't get the job.

    Interview Questions

    • Tell me the different ways that you can calculate VaR (Value at Risk).   2 Answers
    • Tell me the different types of VaR that you know.   1 Answer
    • Discuss the flaws of Black-Scholes.   2 Answers
    • How do you decide which discount curve to use when valuing future cash flows of financial instruments (bonds, IRS,...)?   1 Answer
    • How do you calculate non-linear VaR.   Answer Question

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  5.  

    Market Risk Analyst Interview

    Anonymous Employee in London, England (UK)
    Accepted Offer
    Positive Experience
    Difficult Interview

    Application

    I applied through a recruiter. The process took a week. I interviewed at Barclays (London, England (UK)) in June 2011.

    Interview

    4 interviews - all in the same day. 2 interview were focused more on team mix. Other two interviews were on market risk skills. There was not HR round. I got to know results within a week. Complete process tool almost a month

    Interview Questions


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