good interview experience with tech and behavior questions. 60 mins. 2 supervisors. Regular risk analyst interview. Some coding test......Introduce yourself, why citco, why this position, your plan, tech questions about bond, equity, derivatives.
Interview questions [1]
Question 1
introduction, tech questions, var, greeks, duration, irr
I applied through a recruiter. I interviewed at Citco (Pune) in Nov 2025
Interview
Initially, there is a screening round with HR, where they ask about your experience and whether you are willing to relocate. In the second round, which is the technical interview, the interviewer asks you to discuss yourself and your projects. They are very polite and friendly throughout the process, which I really enjoyed. Overall, my experience was positive.
Interview questions [1]
Question 1
Please explain what is meant by "parametric variance." Additionally, could you outline the advantages and disadvantages associated with it?line the advantages and disadvantages associated with it?
I applied online. I interviewed at Citco (Pune) in Jan 2025
Interview
One hour good interview excellent quality questions were asked. Asked about bond, the relationship between bonds and prices. Value at risk, shared the screen and asked about calculations. Questions related to excel , derivatives questions, options pricing strategies, types of derivatives. Credit default swap.