Interview is well rounded mostly about current and future responsibilities and in the area of risk management
Market Risk Manager Interview Questions
22 market risk manager interview questions shared by candidates
Introduce yourself, why you want to join our firm.
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)
When do you want to join them
Why can or can not India grow faster
How can I hedge delta and gamma risk ( stock market ) ?
Var and market analysis with some investment allocation question
Explain what is duration? What is convexity ?
Tell me about HS VaR ? Tell me about yourself and your resume. Describe some of your projects.
Technical questions based on my resume (e.g. how do you stress securitization ?)
Viewing 11 - 20 interview questions