- 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
How does risk impact you? What do you know about risk? How do you utilize risk management in your daily life?
Repo market. Fixed income. Derivatives. Option greeks.
Greeks, python, market risk, trading
What is RMBS? Questions on Python as well.
Why do you want to work in the financial services industry and specifically Barclays?
Your experience related questions
Why the company and why the position.
How to make an unpopular decision?
Monte Carlo simulation Bunch of financial questions that I don't remember
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