Technology Risk Interview Questions

3,758 technology risk interview questions shared by candidates

How does a swap curve get constructed? How do you price a swap / interest rate swap? If the market rate goes up, what changes on the pricing of an IRS? How do you do IPV? Bond durations & maturity calculations, CSO1 (credit spread - CDS) What is the accounting entry if you purchase a bond? What is VaR and CVaR? What are the different types of Volatility?
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Risk & PnL Analyst

Interviewed at Scotiabank

3.8
Sep 15, 2021

How does a swap curve get constructed? How do you price a swap / interest rate swap? If the market rate goes up, what changes on the pricing of an IRS? How do you do IPV? Bond durations & maturity calculations, CSO1 (credit spread - CDS) What is the accounting entry if you purchase a bond? What is VaR and CVaR? What are the different types of Volatility?

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