generally tells about yourself, questions that are beyond VaR questions and into risk factor of various products etc.
Market Risk Associate Interview Questions
553 market risk associate interview questions shared by candidates
Know everything on your CV inside out. Be prepared for what if, and what of, etc. Read extensively if you can.
Explaine what is a VaR Backtesting.
What are your availability Are you willing to work 40 hours
How do you dynamically hedge?
Parametric VaR vs historical VaR
How did you transform data in your previous company, the whole life cycle of the process.
Questions on Motivation/Experience. Fit with the role. Questions of Market Risk metrics, about Fixed Income: duration, convexity of a bond... Questions on ALM: What is the difference between securities AFS and HTM? Regulation: BRRD, etc. Bonus? math questions about normal/log normal stochastic processes (even the interviewer admitted it’s probably not useful for the role, weird flex but ok)
How do you think climate change impacts the bank’s investments
Background, project work, esperienze estere, e domande tecniche specifiche sulla posizione
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