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      SEB AB

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      Quantitative Risk Analyst Interview

      Oct 22, 2022
      Anonymous employee
      Stockholm, Stockholm
      Accepted offer
      Positive experience
      Average interview

      Application

      I applied online. The process took 2 weeks. I interviewed at SEB AB (Stockholm, Stockholm) in Nov 2021

      Interview

      The employment process was very quick and finished in total of two and a half weeks after the first interview. There were total of two interviews. The first was general interview about the job and my background with the head of the group and one team member. I was asked a couple of questions about financial instruments at the whiteboard. The interview was in person at the SEB headquarters in Stockholm. The second interview was technical where I had a chance to talk with the other two team members. The second interview was to make a case study on a given problem and present it as well as talk more about my background and the job.

      Interview questions [1]

      Question 1

      At the first interview the question was about valuation and replication of an exotic put option. For the second interview I received a case study with bond contract and a time series of a yield curve. My job was to calculate the z-spread for the bond and present the work for the group. The code was supposed to be done in Python.
      Answer question

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