What are the metrics used?
Market Risk Manager Interview Questions
21 market risk manager interview questions shared by candidates
What are your expectations of this role?
Describe the type of VaR measures you've been involved with and their up/down sides
Value at Risk, Basis Risk, Jump Diffusion Process, Internal Model
How do you optimize protfolio of two assets? Derive all the necessary formuals, plug in some numbers.
Parlez moi des produits financiers ? Comment gérer un risque de marché sur produit FX ?
Describe the image of investment bank and market risk manager
Your leadership style, how you present challenges
Derivative pricing
Lots of statistics & probability questions
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