Ray, Author at Market Risk Interview

Interviewing In A New Post-COVID World In 2021

December 26, 2020December 28, 2020Ray

Interviewing in a new post-COVID world has changed. COVID-19 has accelerated the adoption of digital technologies and transformed the way people work. Remote working, social distancing, and masks are now the norm…Explore NowInterviewing In A New Post-COVID World In 2021

Career General Job Hunt

How Long Should I Wait To Accept the Job Offer?

October 31, 2020October 31, 2020Ray

After rounds of interviews, you finally get to the last stage of the job hunting process – the call from HR with the offer. – how long should you wait to accept…Explore NowHow Long Should I Wait To Accept the Job Offer?

General Interview Mathematical Finance

5 Things You Need to Know About Geometric Brownian Motion

September 29, 2020February 14, 2026Ray

[latexpage] Geometric Brownian Motion, also known as “GBM”, is the first and a fundamental model one learns in quantitative finance. The same is used in the famous Black-Scholes Option Pricing formula, meaning…Explore Now5 Things You Need to Know About Geometric Brownian Motion

Career General Job Hunt

4 Stages Of Job Hunting All New Job-seekers Should Know

September 6, 2020February 14, 2026Ray

In the 7 habits of highly effective from Steven Covey, habit #2 states: Begin with the End in Mind. In the case of a job hunt, the 4 Stages of Job Hunting…Explore Now4 Stages Of Job Hunting All New Job-seekers Should Know

General Interview

Top 5 Mistakes Interviewees Make

August 3, 2020February 14, 2026Ray

Introduction A great resume gets you the interview, but a great interview gets you the job. Therefore, you must NOT commit the top 5 mistakes interviewees make. Put another way – the…Explore NowTop 5 Mistakes Interviewees Make

General Market Risk

What is VaR (Value-at-Risk)?

July 19, 2020February 14, 2026Ray

Introduction Among all the market risk measures, Value-at-Risk (“VaR”) is the champion in terms of popularity and usage. Pioneered by J.P. Morgan in 1995 as part of their “RiskMetrics” software, it had…Explore NowWhat is VaR (Value-at-Risk)?

General Market Risk

The Areas of Market Risk: Control, Reporting, Modelling

July 1, 2020February 14, 2026Ray

Having worked for a number of years in market and counterparty credit risk (under market risk) in the sell-side i.e. banks, I like to view and categorise the market risk function into…Explore NowThe Areas of Market Risk: Control, Reporting, Modelling

Uncategorized

Why I started marketriskinterview.com

May 24, 2020February 14, 2026Ray

I’m writing this post to put down concretely my motivation for starting this website / blog. In a world full of distractions, I believe it’s important to write down your goals so…Explore NowWhy I started marketriskinterview.com

General Interview

How to make a great first impression at an interview by acing 3 questions

May 23, 2020February 14, 2026Ray

In interviews, first impression is extremely important. And because it’s a “first” impression, you never get a second chance. A quick google on how long it takes to make a first impression…Explore NowHow to make a great first impression at an interview by acing 3 questions

General

Hello World!

March 4, 2020July 21, 2020Ray

“Hello world!” This is a symbolic phrase that anyone learning a new programming language tries to produce. Today is 4 Mar 2020 and this is my very first post on my very…Explore NowHello World!