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Market Risk Interview Questions
535 market risk interview questions shared by candidates
There're 1000 bottles of wine, one of which contains poison that takes 24 hours to work. What's the minimal number of test subjects you need to identify the poisonous bottle within 24 hours.
2 bonds with the same maturity. One has higher coupons than the other. Which is has a higher duration?
What did the FED announce was happening in December? How is the market looking currently?
Which option is worth the most and why? American, European or Asian option?
What are the advantage of each VaR method and their weekness?
How would you cover a long Call position that has a delta of 0.34?
Brain teasers
Do you know what is implied volatility and how it's calculated
Explain your research (for 4 times).
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