domande tecniche: VaR, ES, FTRB
Market Risk Analyst Interview Questions
553 market risk analyst interview questions shared by candidates
Explain what is duration? What is convexity ?
Why you decide to do market risk?
When would you make a profit from a straddle?
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 ?)
Questions on prior exp. in project management
What is the recent development of risk management?
why this position and why the company
-On the spot given a random portfolio of securities (mine was cash equities, futures, oil commodity, EURIBOR) How would you value it's risk? -If one day VaR is low, next day it has sky rocketed, what could the reason for that be? -You are a *random commodity* producer, who wants to hedge his expected production, how can you hedge? (which type of future/ option would you use) -If you have a long/short position, the values on which part of the normal distribution curve would worry you? -Which party has a(n) (in)finite gain/loss on an option? (think buyer/issuer) -question on liquidity risk -lots of questions on VaR
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