domande tecniche: VaR, ES, FTRB
Market Risk Analyst Interview Questions
553 market risk analyst interview questions shared by candidates
Explain what is duration? What is convexity ?
Why you decide to do market risk?
When would you make a profit from a straddle?
Tell me about HS VaR ? Tell me about yourself and your resume. Describe some of your projects.
regressione varianza momenti derivati CDS
Cartolarizzazione differenza tra modello di rating interno o meno per la banca, che vantaggi o svantaggi gli da questa cosa
please derive binomial tree model
Tell me how one of your more challenging projects makes an impact from an innovative point of view
Technical questions based on my resume (e.g. how do you stress securitization ?)
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