Bank / clearinghouse-style

Risk Analyst Screen

Modelled on sell-side and clearing risk screens: VaR and Expected Shortfall, correlation breakdown, fat tails, and the Greeks under stress.

Format

• 18 items, 25 minutes.
• No negative marking.
• Standard normal values are given where needed: z₀.₉₉ = 2.3263, ES multiplier 2.6652.

Sections

• Tail risk & portfolio stress - 18 items, 25 minutes, no negative marking. 18 items, 25 minutes.

Outcry is not affiliated with any firm named here. These sittings reproduce publicly reported assessment formats; the questions are generated fresh each attempt and are not any firm’s own material.