What is Value at Risk? What is its mathematical definition?
Quantitative Risk Interview Questions
243 quantitative risk interview questions shared by candidates
How would you go about doing a regression for the default probability based on other data? What steps would you go through? How could you examine the model's performance?
"How would you plot the discount curve in a DCF model?" "What are the elements of a put-call parity?" "What is the Black-Scholes Model?" "What are the steps in a Value at Risk Model?"
What is VaR, Delta, Gamma? What is Asian Options?
Why do you want to work in this role?
Tell me about yourself and why you would be a good fit for this position?
why do you choose nordea why do you apply for this role current role's responsibility a table has a column "customer code", how do you assess the data quality if you find a user reported an error in an user table, how will you handle the situation if an auditing officer informed you that an error in the data / model caused certain risks and nordea could face 10m € fine, how will you handle the situation
every question is about my resume. not very unexpected
no..only questions on Greeks, Duration, Convexity. VBA programming...some behavior questions like why I would like to do finance, and previous internship experience
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