Risk Analyst Interview Questions

16,136 risk analyst interview questions shared by candidates

How does a swap curve work? What products are on this curve? Is there a 3 day swap curve? Difference between VaR and stress testing? How does gamma affect options for investors? How do you price a SWAP? Break down Monte Carlo Simulation. How does interest rate risk affect options?
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Risk Management Analyst CMRM

Interviewed at TD

3.8
Dec 17, 2016

How does a swap curve work? What products are on this curve? Is there a 3 day swap curve? Difference between VaR and stress testing? How does gamma affect options for investors? How do you price a SWAP? Break down Monte Carlo Simulation. How does interest rate risk affect options?

1. How to check the variable is unique in SAS or to find duplicates in a dataset? 2. Once you identified the duplicates, how to remove? 3. How to convert numeric value to char in SQL 4. Explain differnces in left join, right join, inner join and outer join in SQL
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Senior Associate Credit Risk Management

Interviewed at Discover

4
Nov 18, 2015

1. How to check the variable is unique in SAS or to find duplicates in a dataset? 2. Once you identified the duplicates, how to remove? 3. How to convert numeric value to char in SQL 4. Explain differnces in left join, right join, inner join and outer join in SQL

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