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      Market Risk Manager Interview

      Nov 22, 2011
      Anonymous employee
      Seoul
      Accepted offer
      Positive experience
      Average interview

      Application

      I applied online. The process took 5 days. I interviewed at Bank of America (Seoul) in Jun 2011

      Interview

      * I had a interview with the risk manager of Korea branch. * She asked me to explain Greeks and Black-Sholes option pricing formula, and I also explained if every Greek values change and how it makes the stock price changed. * Describe extracurricular activities and meaningful moment in these expereinces. * Describe career goals in investment banking. * Describe basic concept of VaR and its implication * Describe concept of duration and PVBP ( price value of a basis point )

      Interview questions [2]

      Question 1

      How can I hedge delta and gamma risk ( stock market ) ?
      Answer question

      Question 2

      Describe the image of investment bank and market risk manager
      Answer question
      3

      Other Market Risk Manager Interview Reviews for Bank of America

      Market Risk Manager Interview

      Feb 22, 2023
      Anonymous employee
      Accepted offer
      Positive experience
      Difficult interview

      Application

      I applied online. I interviewed at Bank of America

      Interview

      3 rounds, Straightforward questions, market interest will impress. You will be interviewed by the team, you would join people are great no complaints Initial two rounds via zoom final round in person, they are looking for someone authentic the work is long hours so its important you are the right fit. Confident not arrogant yet eager to learn. Young but not naive, at the same time I can imagine experience would be valued. Culture and communication would be strongest pulls.

      Interview questions [1]

      Question 1

      What are your expectations of this role?
      Answer question