Treasury Risk Analyst Interview Questions

16 treasury risk analyst interview questions shared by candidates

Questions on Motivation/Experience. Fit with the role. Questions of Market Risk metrics, about Fixed Income: duration, convexity of a bond... Questions on ALM: What is the difference between securities AFS and HTM? Regulation: BRRD, etc. Bonus? math questions about normal/log normal stochastic processes (even the interviewer admitted it’s probably not useful for the role, weird flex but ok)
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Risk Manager (Market/Treasury)

Interviewed at Revolut

4
Feb 7, 2019

Questions on Motivation/Experience. Fit with the role. Questions of Market Risk metrics, about Fixed Income: duration, convexity of a bond... Questions on ALM: What is the difference between securities AFS and HTM? Regulation: BRRD, etc. Bonus? math questions about normal/log normal stochastic processes (even the interviewer admitted it’s probably not useful for the role, weird flex but ok)

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