C'est quoi une obligation ? Les différents types de risque ? La var ?
Market Risk Associate Interview Questions
553 market risk associate interview questions shared by candidates
How you can explain LSTM results to clients
Some risk model that you have experienced or bulit
Define for me what is value at risk (VaR).
What are the assumption of BS pricing
how do you calculate VaR and wich method is the most accurate)
Round 1 Questions: standard motivational, situational questions eg. 'Tell me about a time where...' Round 2 Questions: Q: how to hedge a barrel of oil 3 months from now? A: you go short the futures contract for delivery in 3 months time Round 3 Test Questions: 1 hour to answer all - Q1: What are the main impacts across all business divisions of a physical commodity trading house when prompt month crude contracts are trading $50/bbl vs $100/bbl? - Q2: A counterparty has contractually agreed to buy barrels from you vs. current month average of a daily futures settlement which you hedge @market close settlement as well. They fail to lift the product for several months during which flat price falls dramatically in value (say 40%) but assure us they will perform on the original contract terms. What concerns might you have about this situation and what risks would increase? - Q3: Trader confirms a deal with a counterparty (CP for fuel oil delivery into South Africa, 1 cargo/month for 1 year, the quality is very specific and no standard benchmark exists via major publications. The agreed disport has very shallow draft so we also fix a floating storage unit (FSU) offshore for 1 year which we will discharge product into and the CP will lift via small barges. After the 1st cargo is blended and discharged into the FSU the CP defaults leaving us with overvalued oil (we had marked it to the contractual pricing terms) in a physically illiquid part of the world. How would you come up with fair value market justification for these barrels keeping in mind deals desk are an independent function from trading? - Q4: If a physical broker is to assist in valuing product, what key information will they need in order to give you an indicative FOB number?
What is VaR? What is your future long-term career plan? What part of the job you are most excited about based on the JD and the discussion with the team members?
Walk me through your resume. Briefly explain how call and put option works
what is the biggest strength and weakness of you?
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