Credit Associate Interview Questions

8,815 credit associate interview questions shared by candidates

Game Theory: Two players, A and B. A goes first. They roll a die that has random outputs between 1 and 30. The player who gets the higher number, wins and the loser pays the winner the amount that the winner gets on his die. What is the expected winnings? Would you prefer being Player A or Player B?
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Fixed Income Credits Strat

Interviewed at Morgan Stanley

3.9
Mar 7, 2019

Game Theory: Two players, A and B. A goes first. They roll a die that has random outputs between 1 and 30. The player who gets the higher number, wins and the loser pays the winner the amount that the winner gets on his die. What is the expected winnings? Would you prefer being Player A or Player B?

Black Scholes equation, and the price of call option and put option. Gamma and how to gamma hedge the options. Stochastic Calculus. Swap price. KMV model. No question about my education or experience, all technical questions.
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Credit Risk Analyst

Interviewed at Morgan Stanley

3.9
Nov 14, 2013

Black Scholes equation, and the price of call option and put option. Gamma and how to gamma hedge the options. Stochastic Calculus. Swap price. KMV model. No question about my education or experience, all technical questions.

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