Fit and experience questions only. Asked about my excel proficiency, hobbies, and my work experiences.
Market Risk Interview Questions
553 market risk interview questions shared by candidates
What attracted you to the role
There're 1000 bottles of wine, one of which contains poison that takes 24 hours to work. What's the minimal number of test subjects you need to identify the poisonous bottle within 24 hours.
2 bonds with the same maturity. One has higher coupons than the other. Which is has a higher duration?
What did the FED announce was happening in December? How is the market looking currently?
Which option is worth the most and why? American, European or Asian option?
What are the advantage of each VaR method and their weekness?
How would you cover a long Call position that has a delta of 0.34?
Brain teasers
How do you go about calculating the prepayment risk for a MBS?
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