Why UBS? Why this position?
Quantitative Risk Analyst Interview Questions
243 quantitative risk analyst interview questions shared by candidates
first round: behavior second round: tech, including stochastics, math, statistics, and a little programming third round: tech
1. VaR and 3 valuation methods; explain their advantages and disadvantages respectively 2. Difference between VaR and ES 3. PnL; 4. Interest Rate Swap related; 5. PnL and portfolio risk estimation
Explain procedure invoked in forecasting models
How do you understand risk management?
1. Probability using dice. Roll 2 dice what is the prob of getting 4? 2. Correlation of x=2y (in depth reasoning about correlation and ols assumptions) 3.Expected value: formula and definition 4.Financial instruments characteristics and differences. 5.Greeks 6.Data structures and algorithms. 7.cherry on the top: brain teasers with factorial numbers.
CV related questions, puzzles, finance
Go through the resume, and they may ask you about some basic risk related questions.
Q: Can you explain how to you tackle new coding languages/projects?
Brain teasers and Monte Carlo Simulations
Viewing 161 - 170 interview questions