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      Collateral Risk Analyst Interview

      Jan 16, 2019
      Anonymous interview candidate
      Toronto, ON
      No offer
      Neutral experience
      Difficult interview

      Application

      I applied online. I interviewed at TD (Toronto, ON) in Feb 2018

      Interview

      Firstly, the HR pick 30 interviewees and Then they sent the email invitation and ask for interview at 2nd day. There were two interviewers, one is manager and one is a analyst. The manager was nice and ask a lot fair question, but the analyst was very mean and ask a lot of difficult and unusual tech risk concept.

      Interview questions [1]

      Question 1

      Firstly, very basic questions such as, tell me about yourself and go through your resume to ask your work experience. then a lot of tech question base on your resume and this job. ask me MLE, Regression model, derivative pricing( option, CDO), greek, interest rate(different between OIS and LIBOR), cash flow and NPV
      Answer question
      1

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