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Risk questions
Posted: May 23rd, 2005, 4:23 pm
by zeniht2000
I have an interview tomorrow for a Risk ANalyst position. I would really appreciate what kind of questions i could get??How deep should I know about VAR etc.
Risk questions
Posted: May 24th, 2005, 12:27 am
by moogle
You probably just need to know VaR conceptually (the basic categories of VaR - check in FAQs forum) and how it works. I don't think they'll ask you to compute the variance covariance matrix since it's too computationally intensive.Might also want to check out different categories of risk and what impacts they do to the firm.
Risk questions
Posted: May 24th, 2005, 1:54 am
by zeniht2000
thanks moogle for the reply
Risk questions
Posted: May 24th, 2005, 2:58 am
by Odusseus
Sounds trivial but something that applicants often lack is a sense for market data... Like volatility levels. Helps to make sanity checks!
Risk questions
Posted: May 24th, 2005, 12:25 pm
by ppauper