Candidatei-me online. O processo levou 3 semanas. Fui entrevistado pela LCH em jun. de 2021
Entrevista
The interview is only one round with three interviewers, two of them are managers, the other one is the head. The interview is mainly about the projects of my academic research and working experience.
Perguntas de entrevista [1]
Pergunta 1
1. VaR and 3 valuation methods; explain their advantages and disadvantages respectively
2. Difference between VaR and ES
3. PnL;
4. Interest Rate Swap related;
5. PnL and portfolio risk estimation