Analyst, Risk Reporting

Have an interview next week for a Risk Analyst role under Risk Management department. Anyone knows what to expect?

thats very broad. What kind of risk management?

Capital Market Risk Management

That is also very broad… What are the responsibilities in the job profile? Presumably, you should know about risk measures and the specific products that you will cover.

^

Job description says “market risk” “Risk within portfolios” “monitor risk exposure and adhere to CMRM standards”…

Linkedin profile of the interviewer says “Global Credit Trading”. OMG I hope the itnerviewer won’t happen to see this thread.

Is this in NYC?

No…Toronto!

Probably market risk for structured and vanilla products…

not too familiar with this side but generally, i’d be well versed in VaR methodology (and it’s variants), stress and backtesting ideas, and valuation methodology for bonds and swaps. Also make sure your excel game is on point as risk mgmt is technology heavy. Feel free to PM me if you have other q’s.

Are you working at a creamery or the investment business?

^neither. smiley indecision

indecision

Don’t think my current job falls into investment business, strictly speaking.