If you can analyze 1000 transaction at most, but there are 5000 transactions on the list, what will you do?
Risk Manager Interview Questions
16,107 risk manager interview questions shared by candidates
price of Asian option compared with vanilla option
When the data do not have enough number of defaults, how would you build a default model?
You have distribution with mean zero and standard deviation 1. Among 1000 data points, there are 3 smaller than -5 and 3 greater than 5. What is the distribution?
Why Amazon?
Would prefer a gift on birthday or cash to get yourself whatever you want?
Discuss the flaws of Black-Scholes.
Why Deloitte?
Nothing too unusual, however they did ask 2 brainteasers during the phone interview which I didn't expect at this stage. If it takes 2 people 2 hours to build 2 bikes, how many people are needed to build 12 bikes in 6 hours?
10 yr bond with 9% coupon, market yield is 3%, what's the price of this bond?
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