Société Générale Risk Analyst Interview Questions
& Process
Real candidates share what happened, how many rounds they had,
and how the experience turned out.
Based on 50 interview experiences · FREE TO READ
Candidate interview experiences
First-hand accounts from people who interviewed at Société Générale.
Société Générale
Risk Analyst
Entry Average Positive experience Accept offer 2 rounds
Interview process
Technical screen
Interview formats
Technical Coding
The interview process included two technical interviews. The first one covered financial mathematics, including probability problems, and market finance, focusing on derivatives, market risk, credit risk, and counterparty risk. The second technical interview was about Python coding, where I was asked to write a factorial function.
Confirmed questions4 questions
- What is VaR, including its definitions and calculation methods?
- Can you explain financial mathematics, specifically probability problems?
- What are market finance concepts such as derivatives, market risk, credit risk, and counterparty risk?
Société Générale
Market Risk Analyst
Mid Average Neutral experience No offer 2 rounds
Interview process
Recruiter call Technical screen Phone screen
Interview formats
Behavioral Technical
After an initial assessment, the first interview round involves the company introducing the role and the organization. Following this, there will be some questions based on your CV and your chosen options, which are not overly technical. You should expect to hear back within two weeks if you proceed to the next stage.
Confirmed questions1 question
- Can you explain what VaR means to you?
Société Générale
Market Risk Analyst
Mid Difficult Positive experience Accept offer 2 rounds
Interview process
Recruiter call Technical screen Panel
Interview formats
Technical Behavioral
It started with an HR interview, then a risk manager interview along with a senior risk manager. The main topics covered were Greeks, bonds, swaps, VaR, stress tests, FRA, and forward products. Additionally, curve construction was discussed, including how to build a curve and the logic behind it, though this wasn't strictly required.
Confirmed questions7 questions
- Can you tell me about the Greeks?
- Could you explain VaR?
- Let's talk about bonds.
Société Générale Risk Analyst Interview Questions
Quoted word for word from Société Générale interview reports.
“Could you write a Python function to calculate the factorial?”
Read reports →“What is the area under the curve of the Gamma of a delta one derivative?”
Read reports →“Regarding options, which party, the buyer or the issuer, faces a potential infinite gain or loss?”
Read reports →“What is the angle between the hour and minute hands on a clock at 3:15 PM?”
Read reports →“Can you explain the greeks of an equity option?”
Read report →“Can you state the formula for an equity forward?”
Read report →“Can you explain the delta of a binary option?”
Read report →“How can a call spread be replicated using vanilla products?”
Read report →“What could explain a scenario where VaR is low one day and skyrockets the next?”
Read report →Formats, difficulty and experience
Across all 50 Société Générale interview reports.