why you interested in BOK?
Market Risk Associate Interview Questions
553 market risk associate interview questions shared by candidates
What is Greeks, duration, convexity. The formula using them to calculate asset price. How will you spend your 100 million. What book you read recently. How will commodity price change during war time. How will the option price change if the BSM assumption is not log normal distribution.
Derivative of x^x. How to construct yield curve. Name exotic options and the pricing methodology.
I didn't expect they go really detail on resume, dig into CDO and monte-carlo simulation
What is the interest rate swap, and how to price it?
The first round Most of the questions are behavioral questions In addition, asking me some questions about financial knowledge and excel knowledge. I do not enter the second round.
General risk questions such as defining the greeks.
Give me an example of a technically challenging project you have had to work on
what is your weakness
Technical part: option pricing, fixed income, SQL, R and Python. Personal infomation, working experience and the earlist date availabel.
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