Financial Risk Interview Questions

496 financial risk interview questions shared by candidates

First Interview: Why TD? What about this role interested you? Second Interview: What is your experience with transaction monitoring/screening vs client monitoring/screening? What is your experience starting up a new team? Several questions about improving QA/QC aspects of team procedures and models.

First Interview: Why TD? What about this role interested you? Second Interview: What is your experience with transaction monitoring/screening vs client monitoring/screening? What is your experience starting up a new team? Several questions about improving QA/QC aspects of team procedures and models.

- VaR, Stress Testing, Expected Shortfall, - Value-at-Risk (VaR) Analysis from Historical Simulation based on Equal Weights/ Weights following an exponential trend to the age of data/ Exponentially Weighted Moving Average (EWMA)/ EWMA with variance of losses adjusted with the Standard Deviation Ratio/ Extreme value theory
Sep 4, 2016

- VaR, Stress Testing, Expected Shortfall, - Value-at-Risk (VaR) Analysis from Historical Simulation based on Equal Weights/ Weights following an exponential trend to the age of data/ Exponentially Weighted Moving Average (EWMA)/ EWMA with variance of losses adjusted with the Standard Deviation Ratio/ Extreme value theory

Wer war an der Finanzkrise schuld? Was sind ABS, RMBS, CDS, LCR, NSFR, CVA, RWA und und und.... Basel, EMIR, Derivate usw. Wann bin ich schonmal gescheitert? Wie beschreiben meine Freunde mich? Wie läuft Teamwork mit mir ab? Was will ich an mir verändern? Wie entspanne ich?
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Financial Risk Management

Interviewed at KPMG

3.6
Sep 29, 2016

Wer war an der Finanzkrise schuld? Was sind ABS, RMBS, CDS, LCR, NSFR, CVA, RWA und und und.... Basel, EMIR, Derivate usw. Wann bin ich schonmal gescheitert? Wie beschreiben meine Freunde mich? Wie läuft Teamwork mit mir ab? Was will ich an mir verändern? Wie entspanne ich?

The candidate exercise was interesting, it was somewhat challenging in terms of the Excel skills required to answer the questions, and the Q+A after the presentation asked some fairly difficult questions about duration and convexity.
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Financial Risk Manager

Interviewed at Convex Insurance

3.6
Apr 12, 2024

The candidate exercise was interesting, it was somewhat challenging in terms of the Excel skills required to answer the questions, and the Q+A after the presentation asked some fairly difficult questions about duration and convexity.

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