Ho presentato la mia candidatura online. La procedura ha richiesto 3 settimane. Ho sostenuto un colloquio presso LCH nel mese di giu 2021
Colloquio
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.
Domande di colloquio [1]
Domanda 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