Goldman Sachs Market Risk Analyst Interview Questions | Glassdoor

Goldman Sachs Market Risk Analyst Interview Questions

Updated Jun 1, 2017
9 Interview Reviews

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Helpful (1)  

Market Risk Analyst Interview

Anonymous Interview Candidate
No Offer
Neutral Experience

Interview

He interview
4 round of technical interview each last 30 min
Interviews happened over phone
Questions were asked from Stat, Econ, Probability, Finance, computer science

Interviewers weren't friendly
Extreme stress interview

Interview Questions

  • Brain teasers
    Stochastic volatility models
    Econometrics
    Programming
    Option theory
    VAR calculation
    Black-Scholes model   Answer Question

Other Interview Reviews for Goldman Sachs

  1. Helpful (2)  

    Market Risk Analyst Interview

    Anonymous Employee
    Accepted Offer
    Positive Experience
    Average Interview

    Application

    I applied online. The process took 5+ months. I interviewed at Goldman Sachs in March 2017.

    Interview

    Applied in September electronically. Most of what I applied to at other banks was financial analyst spots which I don't think I was really qualified for because I specialized in econometrics/statistics but GS had this careers quiz on their website that indicated I should apply for this job in Strats and I am so glad I did!

    My first and only phone interview was around February with someone I will be working directly with. Lots of other companies have first rounds with HR people and they don't have direct knowledge about what you will be doing so I liked that. We started with the talk me through your resume question and the conversation flowed organically from there, it wasn't a Q&A type thing save my questions towards the end.

    Invited to Superday about 3 weeks later. Superday was so fun. I got to meet most of the staff. Each interview was really interesting and upbeat. It is 4 40ish minute interviews. I got my decision in two weeks.

    Ladies, I spent time researching what to wear and this is what I came to based on numerous sources: curled hair pinned a certain way so it doesn't fall in your eyes, red lipstick (power color), black patent pointed toe stilettos, no jewelry, black skirt suit with classic white shirt (long-sleeved) and nude nylons. Zero glitter in my eye or face makeup. No nail polish, short nails. The other girls interviewing wore flats and one wore pants but all the women I encountered that were working there were wearing heels and skirts so I think I made the right call there. May not matter too much - go with what you feel more confident wearing if you can't decide. Bring a padfolio with resume copies and business cards.

    I went in thinking they were going to be harsh/abrasive, based on testimonials like these, to really challenge you or something but this wasn't true at all. The people were nice, kind and funny. It was refreshing to see how sharp the whole group was and how everyone seemed to have their own specialization within the group.

    Don't be nervous! You'll do great!!

    Interview Questions

    • Fundamental stats questions like define std. dev. (I was prepping to talk about kurtosis and the different infinities); Asked to explain a concept without using words(draw, don't dance); interesting brain teaser that I probably shouldn't give away and they probably won't reuse anyways. It will be about your experience and why you would be a great fit. Know why you want the job and know about the things you say you know on your resume.   Answer Question

  2.  

    Market Risk Analyst Interview

    Anonymous Interview Candidate
    No Offer
    Positive Experience
    Average Interview

    Application

    I applied online. I interviewed at Goldman Sachs in March 2016.

    Interview

    1 phone interview and Superday with 4, 2-on-1 interviews back to back. The phone interview consisted of basic behavioral and fit questions. Superday interview questions consisted on CV, behavioral, fit and technical questions along with a brainteaser.

    Interview Questions

    • CV Questions, 1 Brainteaser, What motivates you and a couple of risk-related technical questions   Answer Question
  3.  

    Market Risk Analyst Interview

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

    Application

    I applied online. The process took 1 day. I interviewed at Goldman Sachs (New York, NY) in December 2015.

    Interview

    I was initially told that I was interviewing for their liquidity risk department. When I went for their superday I was told that i was actually interviewing for other roles so I wasn't prepared. It was three initial interviews in the Jersey City office. Afterwards, we had lunch with the Market Risk department and a fraction of the people were called for interviews in the NY office. There were an additional two interviews with VPs and they were extremely technical.

    Interview Questions

    • Let's do a time series analysis of a stock where I have the past 100 ending prices. How do I evaluate my risk for this stock   Answer Question
    • What is VaR?   Answer Question
    • Why does the rise of interest rates affect bond prices?   Answer Question

  4. Helpful (1)  

    Market Risk Analyst Interview

    Anonymous Interview Candidate
    No Offer
    Neutral Experience
    Average Interview

    Application

    I applied through college or university. The process took 5 days. I interviewed at Goldman Sachs in November 2015.

    Interview

    First round phone interview- Behavioral questions, nothing technical. Mostly STAR stories, teamwork examples, why this position, why goldman sachs. High stress level quotient, not conversational, strictly question and answer round.


  5.  

    Market Risk Analyst Interview

    Anonymous Employee
    Accepted Offer
    Positive Experience
    Difficult Interview

    Application

    I applied through college or university. The process took 4+ weeks. I interviewed at Goldman Sachs in November 2015.

    Interview

    The first round was a 30-minute phone call with mostly behavioral questions and a few technical questions. The interviewer was very polite and went through my resume, and asked about specific market terms.

    Interview Questions


  6.  

    Market Risk Analyst Interview

    Anonymous Interview Candidate
    No Offer

    Interview

    Applied online and through UCS, first round interview. Two interviewers, really nice. 50% fit 50% quantitative. Brain teaser at the end: two people going from A to B, one walking at 10 mph, one biking at 25 mph. They start together, but whereas the first one walks linearly from A to B, the biker as soon as he reaches the walker bikes back to A and then bikes again to the walker and then back and forth again till the walker arrives at B. What's the distance covered by the walker?

    Interview Questions

    • Can you give the definition of probability space? What is the definition of probability?   Answer Question

  7.  

    Market Risk Analyst Interview

    Anonymous Employee in Tokyo (Japan)
    Accepted Offer
    Positive Experience
    Difficult Interview

    Application

    I applied online. The process took 3+ months. I interviewed at Goldman Sachs (Tokyo (Japan)) in December 2013.

    Interview

    Went through 3 rounds of phone interviews.
    There were technical questions for all 3 rounds, but mainly focused on financial products, types of market risk, and macroeconomic news.
    Focused on Beta (correlation if you owned 2 stocks in a portfolio), CAPM.

    Interview Questions

    • Tell me how you would analyse stocks in a portfolio   1 Answer

    Negotiation

    Through HR who dropped me a call, followed up by emails containing details.

  8.  

    Market Risk Analyst Interview

    Anonymous Employee
    Accepted Offer
    Positive Experience
    Average Interview

    Application

    I applied through college or university. The process took 3 weeks. I interviewed at Goldman Sachs in January 2013.

    Interview

    Applied through an alum from college. First round onsite with 2 people panel. And then super day interviewed with around 10 people for the entire day with a lunch in office. 2 people panel each team. Got the offer after a week.

    Interview Questions


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