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Market Risk Associate Interview Questions

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553 market risk associate interview questions shared by candidates

Interview 1: Walk me through your CV. Technical questions on probability distributions (normal, uniform etc), VaR, ES. Arithmetic returns vs log-returns. What returns to use where. Taylor series. Interview 2: stochastic volatility, volatility smile, the Greeks, delta hedging for calls & puts
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Market Risk Quantitative Analyst

Interviewed at HSBC

3.8★
May 1, 2021

Interview 1: Walk me through your CV. Technical questions on probability distributions (normal, uniform etc), VaR, ES. Arithmetic returns vs log-returns. What returns to use where. Taylor series. Interview 2: stochastic volatility, volatility smile, the Greeks, delta hedging for calls & puts

Black Scholes, BS assumptions, some programming questions - Matlab, R. Volatility Smile. Bonds valuation. Bond Duration, Convexity. All Quant questions not so difficult if dedicate enough time for this. CFA and FRM are great help.
avatar

Market Risk Analyst

Interviewed at HSBC

3.8★
Dec 23, 2016

Black Scholes, BS assumptions, some programming questions - Matlab, R. Volatility Smile. Bonds valuation. Bond Duration, Convexity. All Quant questions not so difficult if dedicate enough time for this. CFA and FRM are great help.

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