Goldman Sachs Market Risk Analyst Interview Questions | Glassdoor

Goldman Sachs Market Risk Analyst Interview Questions

Updated Jan 20, 2017
6 Interview Reviews

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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

Other Interview Reviews for Goldman Sachs

  1. 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.

  2.  

    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

  3.  

    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
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  5.  

    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.

  6.  

    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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