What is VaR
Market Risk Associate Interview Questions
553 market risk associate interview questions shared by candidates
Brain teasers Stochastic volatility models Econometrics Programming Option theory VAR calculation Black-Scholes model
1) what do you think about the market 2) long or short delta in a short put
Tell me about yourself. Basic statistics and probability questions. Explain value at risk.
Salary expectations
What was your favorite class?
Have you taken any derivatives classes?
what is an interest rate swap?
Duration, Convexity, Yield curve Bootstrapping, Greeks, VaR, Tail risk
Market risk for a power supplier?
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