Applied through agency, got invite for written assessment followed by interview with hiring manager. Written assessment was scenario based questions - they will give a situation and you need to determine what indicators are at play and if there was suspicious activity warranting further review.

This is an in-person interview with technical questions. Provided raw data in an Excel file and asked for filtering and creating a specific pivot table in a reasonable time frame.

first hr, then manager,. what is the market risk, VaR, simulation, three methods, historical simulation, Monte Carlo simulation, definition of VaR, how to calculate VaR, bond duration, two type of duration