Risk Analyst Interview Questions | Glassdoor.co.uk

Risk Analyst Interview Questions

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Discuss the flaws of Black-Scholes.

2 Answers

Should have Wiki before

The flaws are largely in its assumptions, namely: 1. It assumes lognormal returns 2. It assumes 24/7 trading (i.e., no jumps in prices) 3. It assumes frictionless markets

Tell me the different ways that you can calculate VaR (Value at Risk).

2 Answers

How do you hedge a cms cap

1 Answer

What is the exotic input in a quanto?

1 Answer

Why did you move from a Finance to a Strategy role?

1 Answer

What are the current challenges of Santander and retail banking in general?

1 Answer

Why do you want to work for Santander?

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Give me an example of a time when you had to change an existing process.

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Tell me about a time when you managed a project or process from start to finish?

1 Answer

Would you invest in a Hedge Fund? and why?

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