KPMG Market Risk Analyst interview questions

Questions on FRTB , VaR calculations , Duration and convexity were asked . Black Scholes assumption, irs , cap , swaption pricing, just do the basic don't stress much . Statistics, var calculation,

First interview is an on-campus interview. About 1 hour. After two month I attended the final round onsite interview. Two one-to-one interviews. Questions about bonds, equities, stochastic process, etc. Not difficult. Mostly basic questions.