How do you know a statistical model is good?
Junior Quantitative Risk Analyst Interview Questions
195 junior quantitative risk analyst interview questions shared by candidates
Was asked to interpret their SAS code.
Why did you choose blackrock
Tell me a bit about yourself and your experiences (work, university). Based on this, some technical questions might be asked.
Using any programming language how would you numerically code the integration between 2 areas?
What do you see as the major obstacles facing the Greek economy?
if you have a stream of data and you take a specific number of values from the stream and put them into different tables, how would you know if the process is working efficiently? What if there were a lot of missing values? In the Black-Scholes model if the risk free interest rate increases, what happens to the payoff? Does the commodity price increase or decrease and why?
How would you model an FX swap?
Technical questions about knowledge of energy markets. Financial products. Risk exposures, VaR, overall knowledge about risk management.
What do you know about bond?
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