Need advice on how to prepare for market risk interview.
I am a fundamental gas & LNG market analyst. Previously i worked in risk & control (not market risk) in investment banking. I have a market risk analyst interview in a energy major firm and need advice on how to prepare. I understand Var, Expected short-fall, Risk decomposition of option greeks and Monetcarlo simulation. I have strong understanding of econometrics, supervised machine learning and python. But since I never looked at a trading book I have very basic understanding of how price moves affect a portfolio. Also, an energy major owns physical financial side in gas and power supply chain will they expect me to know risk inherent in all different types of trading departments like physical, financial, structured trades and physical asset optimization?
