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      Market Risk Manager Interview

      Jul 2, 2010
      Anonymous employee
      Accepted offer
      Positive experience

      Other Market Risk Manager Interview Reviews for Citi

      Market Risk Manager Interview

      Mar 17, 2026
      Anonymous Interview Candidate
      London, England
      No offer
      Difficult interview

      Application

      I applied in-person. The process took 4 weeks. I interviewed at Citi in Sep 2009

      Interview

      There were 3 interviews in total, with all senior team members. Different scope – from product knowledge to technicalities and math. Was asked to write down formula for forward rate, price an interest rate swap. Also questions about delta, hedging, how to optimize portfolio of two assets, etc. Was asked about my product experience.

      Interview questions [1]

      Question 1

      How do you optimize protfolio of two assets? Derive all the necessary formuals, plug in some numbers.
      Answer question
      Neutral experience
      Average interview

      Application

      I interviewed at Citi (London, England)

      Interview

      Straightforward, the interviewer asked me a couple of questions, some basic and others a little bit more difficult. Normal related to the field questions. Went over my previous experience and qualifications specific to the role I was applying for, where the interviewer tried to assess whether I was capable of doing the actual job.

      Interview questions [1]

      Question 1

      What kind of work did you do with python? Which libraries and commands did you mostly use?
      Answer question