a) Futures b) Risks c) Greeks They gave situations where the above concepts had to be applied. They also asked some shipping terms which I told them that I am not aware of.
Market Risk Interview Questions
553 market risk interview questions shared by candidates
Do you know what a Volatility Smile is?
Which are the the main Greeks ?
What are the different sources of risk?
Integrals, Probability games, financial products (mainly derivatives and sensitivities), risk measures
How do you handle conflict?
technical questions were about the fundamentals of options (understanding what a call option was, the premium, explaining scenarios with different option positions).
What is alternate state and where we use it? Difference between Join and Keep? Section access and Set analysis related question.
Technical and motivation questions. About finance and coding
VaRs, swaptions, python (very generic)
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