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      VP Model Development Interview

      11 Nov 2024
      Anonymous interview candidate
      Pittsburgh, PA
      No offer
      Positive experience
      Average interview

      Application

      I applied online. The process took 3 weeks. I interviewed at BNY (Pittsburgh, PA) in May 2024

      Interview

      HR Interview followed by 3 rounds of interview with people from teams across US, Poland and India. You schedule your own time for interviews. That's really helpful. Easy technical questions and questions about your experiences in the first 2 rounds, Panel round final interview.

      Interview questions [1]

      Question 1

      If you have 2 portfolios with VAR 99% at 1 million then what will be the combined VAR and what assumptions will you make?
      Answer question
      1