Would a floating rate bond or a fixed rate bond have higher interest rate risk?
Market Risk Associate Interview Questions
553 market risk associate interview questions shared by candidates
First round with technical questions
There was a strange question. which position in the department would be my favourate.
Several questions related to market risk (Greeks, VaR, products)
Final Interview- What do you like most about Capital One? Some behavior questions. And a case study, which requires you to calculate quickly.
Walk me through your resume.
Case study.
How do you optimize protfolio of two assets? Derive all the necessary formuals, plug in some numbers.
VaR, Option, CDS, swap, swaptions
What are Greeks? How to hedge oil positions? Details on futures contracts?
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