Video interview. Questions on risk modeling and value at risk for derivatives. Did not get a call back. Quick scheduling. A recruiter reached out to me to introduce herself. Would recommend this company.
Domande di colloquio [1]
Domanda 1
What factos would you look at to calculate value at risk for an option?
Ho sostenuto un colloquio presso Morgan Stanley (Budapest)
Colloquio
All went smoothly with HR, not too many rounds, I think 2-3. There was no assessment center. There were all professional questions at the interview, all relevant to the job.
Domande di colloquio [1]
Domanda 1
Question was about previous experience, market risk measures
Ho presentato la mia candidatura online. La procedura ha richiesto 2 settimane. Ho sostenuto un colloquio presso Morgan Stanley (Budapest) nel mese di set 2023
Colloquio
The interview were scheduled for 30 minutes. The manager was late for 5 mins and he doesnt care. In the beginning , he was still playing with his phone. And I could not his voice , I asked if there is any solution , he just waved his head. During the interview, he also interrupted my sentences a lot . Reuiqred many skills that are not in the job description In the end he could not finish his sentences because he was late for 5 minutes so time is up. He promised he will give a feedback ... 2 days later they checked my residence permit . , without giving any feedback , and one week later they just change my status in the system as "no longer being consideration". During the whole interview , I cant see respect.
Domande di colloquio [1]
Domanda 1
1. Do you know how to calculate VaR model , tell how many indexes are in the model . 2. Tell me the VBA actions you completed and their code , tell me the SQL scripts , tell me the Python... 3. If i am your grandma, introduce me market risks for swaps (I said exchange rate risks , inflation risks and so on , he said none of them is correct which is ridiculous)
Ho presentato la mia candidatura online. La procedura ha richiesto 5 giorni. Ho sostenuto un colloquio presso Morgan Stanley
Colloquio
Went through a list of questions that the interviewer has on hand and the interviewer would type up the answers. The questions majorly cover industry/product knowledge and some work scenarios. They are looking for someone who knows the market and some general products in the field.
Domande di colloquio [1]
Domanda 1
The interviewer has a set of questions prepared beforehand.