Fui entrevistado pela HSBC (Bombaim) em jan. de 2025
Entrevista
No case study.
Round 1 interview - Questions on Probability, Statistics, Risk (Market & credit), Stochastic calculus, Markov theory, Python code.
Risk related questions - VaR, ES, Greek sensitivities. CCR Simulations using monte carlo methods.
Regulatory reporting - FRTB (Standardized approach and Internal Model)