Risk Manager Interview Questions

1,496 risk manager interview questions shared by candidates

Calculate convexity on various curve trades Calculate volatility on 10yr it’s Given various products, how would you trade them in various market conditions including hedges End to end of mbs (creation to impact from interest rates) What products have positive convexity Calculate duration Trading strategies: bond futures basis - how do you identify the ctd bond (and: highest implied repo rate) and explain the connection to the funding mkts What are the risks of (some) index that I’d never heard of so I didn’t even know what the products that trade in it were so I didn’t know how to evaluate risk Some more index risk related questions Do you know how to code? This is all I remember
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Portfolio Risk Manager

Interviewed at PIMCO

3.7
Apr 11, 2021

Calculate convexity on various curve trades Calculate volatility on 10yr it’s Given various products, how would you trade them in various market conditions including hedges End to end of mbs (creation to impact from interest rates) What products have positive convexity Calculate duration Trading strategies: bond futures basis - how do you identify the ctd bond (and: highest implied repo rate) and explain the connection to the funding mkts What are the risks of (some) index that I’d never heard of so I didn’t even know what the products that trade in it were so I didn’t know how to evaluate risk Some more index risk related questions Do you know how to code? This is all I remember

What was it about banking that appealed to you and led to pursuing a career as a banker? Tell me about a time a bank customer came in upset and you needed to handle their situation carefully. What did you do, and how was it resolved?
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Risk Manager

Interviewed at Sg

3.7
May 7, 2024

What was it about banking that appealed to you and led to pursuing a career as a banker? Tell me about a time a bank customer came in upset and you needed to handle their situation carefully. What did you do, and how was it resolved?

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