Questions regarding personality: Your strengths, weaknesses, your goals, Technical interview about options, brain teasers
Credit Associate Interview Questions
8,815 credit associate interview questions shared by candidates
brain teaser, linear algebra, statistics, fixed income and stochastic process
Different teams focused on skill specifically used by them in daily job.
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?
How do you model a sample from a non-stationary time series? Is 899 a prime number? Definition of the Wiener process and some basic properties.
Balance sheet analysis. How do banks make profit? Which financial ratios do you know?
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.
There was a 1-hour group exercise. I hated it. About at least 10-15 people in the room watching us.
What would you do if you had to miss a deadline?
How could you determine whether a city will be able to pay its debt?
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