Market Risk Interview Questions

Market Risk

Interviewed at Comerica

3.6★

Mar 9, 2016

VaR, time series analysts, fixed income (duration, convexity)

Market Risk Analyst

Interviewed at PNC Financial Services Group

3.2★

Jun 5, 2018

how much do you know CCAR?

Market Risk Management Intern

Interviewed at Corebridge Financial

3.5★

Oct 23, 2024

Option pricing question, How do you react to stock price change with Option to hedge the risk?

Market Risk Analyst

Interviewed at Ontario Power Generation

4.2★

Dec 9, 2014

How many gas stations are there in Toronto

Senior Associate, Financial Services - Capital Markets Risk

Interviewed at PwC Canada

3.7★

Sep 4, 2016

- VaR, Stress Testing, Expected Shortfall, - Value-at-Risk (VaR) Analysis from Historical Simulation based on Equal Weights/ Weights following an exponential trend to the age of data/ Exponentially Weighted Moving Average (EWMA)/ EWMA with variance of losses adjusted with the Standard Deviation Ratio/ Extreme value theory

Market Risk Analyst Intern

Interviewed at Koch

3.7★

Sep 15, 2023

How does risk impact you? What do you know about risk? How do you utilize risk management in your daily life?

Market Risk Analyst

Interviewed at BlackRock

3.7★

Nov 14, 2018

What kind of salary are you expecting?

Market Risk Intern

Interviewed at Lincoln Financial Group

3.2★

May 19, 2016

How to solve for the constant (1/sqrt(pi)) in the normal distribution pdf.

Market Risk Advisory

Interviewed at KPMG

3.6★

Nov 26, 2014

How to manage multiple projects at the same time?

Junior Market Risk Data Management Engineer

Interviewed at Citi

3.6★

Dec 2, 2024

Walk me through your cv