Globale Daten Interview Questions

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Derivatives Questions: What is delta? What is covered call? How to calculate price of a bond? What are the risks associated with a debt portfolio? How to calculate risk of a portfolio? What is sharpe ratio, treynor, alpha, beta? Example of company specific risk and industry risk? Method of calculating market risk (ans: stress testing and input analysis), whick is the most risky bond? Types of bonds? Financial crises and systemic risk.
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Global RHP

Interviewed at MSCI

4
Feb 6, 2017

Derivatives Questions: What is delta? What is covered call? How to calculate price of a bond? What are the risks associated with a debt portfolio? How to calculate risk of a portfolio? What is sharpe ratio, treynor, alpha, beta? Example of company specific risk and industry risk? Method of calculating market risk (ans: stress testing and input analysis), whick is the most risky bond? Types of bonds? Financial crises and systemic risk.

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