Market Risk Analyst
2 topics · 216 questions
Measure portfolio exposures, stress test positions, and explain risk limit breaches.
Mid level
Portfolio Exposures, Stress Testing, and Limits
Calculate portfolio sensitivities, test how positions behave under market shocks, and explain what drove a breach and how to bring risk back within limits.
108 questions · about 54 minutes
Risk Model Validation
Investigate backtest exceptions, challenge market risk model assumptions, and explain where reported risk understates exposure.
108 questions · about 54 minutes