your past experience; what is interest rate swap; ask very detailed questions about my past internship and what am I expect for this group
Counterparty Interview Questions
46 counterparty interview questions shared by candidates
Tell me a little bit about your past experiences.
counterparty experience and related to resume, scenarios opinions
I was asked a statistical question.
Basic knowledge about VaR, types, pros and cons
Critical Skills: meaning technical questions related to the position. What is CCR? Types of risk you know? Particularities of OTC derivatives? OTC modelling? Types of models used, how are they build and what are their main components and outputs? define PFE, EFE, EE, EEPE, RWA's, VaR, etc. Be aware of regulators and regulation landscape, and macroeconomics.
Walk us through your resume
Explain Stochastic process, Weiner process
To set up the counterparty limit
Just the normal behavioural questions. Introduce yourself, why are you interested in this position, etc. Since it is CCR related, in-depth derivative knowledge is a necessity if you want to pass the interview with the team.
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