Why does the rise of interest rates affect bond prices?
Market Risk Associate Interview Questions
553 market risk associate interview questions shared by candidates
1. derive Black-Scholes model 2. derive linear regression coefficient and assumption for linear regression 3. principal component analysis 4. how to deal with collinearity 5. prove that covariance matrix is semi-definite 6. linked list, tree for algorithms 7. moment generating function This is so far I could remember
Why do you want to work for Goldman Sachs?
Why market risk? Give me an example of your leadership experience If you are given the offer, what will you do? What is VaR? What does delta mean in finance?
Tell me about a stock you have read about recently
Motivation to get into energy business?
Proper technical questions related to Options, Futures, Swaps, Sensitivity, VaR, etc
Risk related questions + personality
What is a volatility smile
what is your favourite asset class
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