ABN AMRO Quantitative Risk Analyst interview questions
Updated 22 Apr 2025
based on 3 ratings
Difficulty
Average
Experience
Very positive
How others got an interview
100%
Applied online
Applied online
Interview search
3 interviews
ABN AMRO interviews FAQs
Quantitative Risk Analyst applicants have rated the interview process at ABN AMRO with 3 out of 5 (where 5 is the highest level of difficulty) and assessed their interview experience as 100% positive. To compare, the company-average is 71.4% positive. This is according to Glassdoor user ratings.
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I applied online. The process took 3 weeks. I interviewed at ABN AMRO (Amsterdam) in Jun 2023
Interview
1e ronde met twee collega's, presentatie geven over een technisch topic, alsook enkel coding opdrachten en wat korte vragen over je CV.
2e ronde met senior en manager. Enkele statistische vragen en wat brainteasers
Interview questions [1]
Question 1
- Bereken pi met behulp van monte carlo simulatie.
- Enkele statistische vragen over binomiale verdeling
I applied online. I interviewed at ABN AMRO (Amsterdam)
Interview
I had applied online through their website for the position and got an email asking to come for an interview. The location was their Amsterdam headquarters. Actually looking at another submitted interview case was a big mistake as the interviewee apparently was not asked a lot of questions. In my case I faced with quite a lot of questions which went into the details of risk analysis.
Interview questions [3]
Question 1
I was asked some basic questions regarding the risk and return in different scenarios and how the risk analysis would be performed. E.g. Given a company with no previous record of transaction with us, why would we lend them the money?
I was presented with a case where I had to calculate the probabilities given a case. Question as far as I remember:
We have 100,000 clients with a default risk of 2 %. Each client is asking 2 Euros.
Q1. What would be the minimum amount we can lose?
Q2. What would be the maximum amount we can lose?
Q3. What is the probability of 20,000 clients completely defaulting? Just tell us the formula.
Q4. What kind of distribution does the Q3 represent?
I applied online. The process took 1 week. I interviewed at ABN AMRO (Amsterdam) in Jul 2015
Interview
Applied online and got quite fast reply inviting for a face-to-face interview. Before the interview got an email for performing a personal test, which was quite long for a test that was not relevant.
Interview questions [1]
Question 1
Basic questions - tell about yourself, discussion over personal test, they have asked to fill in earlier. Some simple scientific questions related to the position.