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Technology Risk Interview Questions
12,946 technology risk interview questions shared by candidates
At the first interview the question was about valuation and replication of an exotic put option. For the second interview I received a case study with bond contract and a time series of a yield curve. My job was to calculate the z-spread for the bond and present the work for the group. The code was supposed to be done in Python.
Calculate the price of options.
Monte Carlo simulation Bunch of financial questions that I don't remember
impact of correlation to the pricing of different CDO tranches.
Tell me about yourself. (first question) Tell me about a time where you had to admit you were wrong. Tell me about a time when you ahd to work as part of a group. Give me an example of something that can disrupt the risk management industry. (hint: machine learning is a good one to talk about)
1. Explain PD, LGD, EAD 2. Python Questions: use 'describe' to show the dataframe's info 3. what is p-value 4. confidence interval 5. How to find outlier 6. VaR
Repo market. Fixed income. Derivatives. Option greeks.
Why do you join the RBS Risk?
Name a time when you had to push back or defend your view.
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