Had 2 phone interviews and 2 face-to-face. Questions being asked: 1. Tell me about yourself. 2. Why Risk? Why Market Risk (as opposed to Credit Risk)? Why Bank of America Merrill Lynch? 3. What is VaR? What is the historical simulation model? Advantages and disadvantages of historical simulation compared to variance-covariance and/or monte carlo simulation? what is the tail risk? etc. 4. How do you calculate EBITDA? 5. Do you follow Basel II? Basel III? What is risk-weighted assets and how do you calculate them? I wasn't asked any behavioural questions. Was asked mostly technical questions surrounding how to calculate market risk measures, because I told them I knew how to calculate VaR. Other candidates were not asked market risk related questions. Instead, they were asked questions regarding Black-scholes, derivatives, etc.