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Market Risk Associate Interview Questions

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553 market risk associate interview questions shared by candidates

Black Scholes, BS assumptions, some programming questions - Matlab, R. Volatility Smile. Bonds valuation. Bond Duration, Convexity. All Quant questions not so difficult if dedicate enough time for this. CFA and FRM are great help.
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Market Risk Analyst

Interviewed at HSBC

3.8★
Dec 23, 2016

Black Scholes, BS assumptions, some programming questions - Matlab, R. Volatility Smile. Bonds valuation. Bond Duration, Convexity. All Quant questions not so difficult if dedicate enough time for this. CFA and FRM are great help.

Interview 1: Walk me through your CV. Technical questions on probability distributions (normal, uniform etc), VaR, ES. Arithmetic returns vs log-returns. What returns to use where. Taylor series. Interview 2: stochastic volatility, volatility smile, the Greeks, delta hedging for calls & puts
avatar

Market Risk Quantitative Analyst

Interviewed at HSBC

3.8★
May 1, 2021

Interview 1: Walk me through your CV. Technical questions on probability distributions (normal, uniform etc), VaR, ES. Arithmetic returns vs log-returns. What returns to use where. Taylor series. Interview 2: stochastic volatility, volatility smile, the Greeks, delta hedging for calls & puts

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