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      Model Risk Quant Interview

      4 Mar 2025
      Anonymous interview candidate
      Mumbai
      No offer
      Neutral experience
      Difficult interview

      Application

      I interviewed at HSBC (Mumbai) in Jan 2025

      Interview

      No case study. Round 1 interview - Questions on Probability, Statistics, Risk (Market & credit), Stochastic calculus, Markov theory, Python code. Risk related questions - VaR, ES, Greek sensitivities. CCR Simulations using monte carlo methods. Regulatory reporting - FRTB (Standardized approach and Internal Model)

      Interview questions [1]

      Question 1

      Explain FRTB SA in detail
      Answer question

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