J.P. Morgan Credit Risk Stress Testing Analyst Interview Questions | Glassdoor

J.P. Morgan Credit Risk Stress Testing Analyst Interview Questions

Interviews at J.P. Morgan

1 Interview Review

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Credit Risk Stress Testing Analyst Interview

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

Application

I applied online. The process took 3 weeks. I interviewed at J.P. Morgan (New York, NY) in August 2018.

Interview

Contacted by HR, then had a phone interview with a VP, who was very nice and patient. Started with a brief introduction of the team, which sounded interesting. Then asked me several questions to test if I had basic understanding in risks and derivatives. Gave positive feedback right away, but didn't proceed since I haven't graduate and can't start ASAP.

Interview Questions

  • How do you long gamma while shorting vega. How do you long gamma while longing theta. Greeks, duration, convexity, VaR. What happened in Italy, how would this affect bonds.   Answer Question
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