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Product Control – Derivatives Desk Interview Preparation by candimentor

If you are preparing for Product Control or Derivatives Desk roles in an investment bank, this video is built exactly for you. candimentor explains how derivatives are valued, risk-managed, and explained on the trading floor — the way interviewers actually expect.

This is not textbook theory. You will learn how to explain MTM, daily P&L, Greeks, volatility surfaces, correlation, IPV, model risk, valuation adjustments, and how to challenge trader marks with confidence in interviews.

TIMESTAMPS

0:00 Introduction
0:55 End-to-end valuation workflow: trade capture to MTM, P&L and IPV
2:42 How Greeks drive daily MTM for an options portfolio
3:46 How to independently verify Delta when challenged by a trader
4:33 Gamma impact on intraday P&L volatility
5:20 Cross-gamma and nonlinear P&L effects in multi-asset derivatives
6:01 Vega risk and implied volatility impact across exotic products
6:54 Investigating sudden Theta losses in structured options
7:44 Rho and interest rate impact on long-dated equity and FX options
8:28 Building a Greeks-based P&L explain
9:11 Barrier option MTM instability around spot
10:01 Local volatility vs stochastic volatility models
10:58 Validating volatility surfaces for vanilla and exotic options
11:46 Attributing P&L from skew shifts in the vol surface
12:21 Correlation surfaces and multi-asset option MTM
13:15 Independent Price Verification (IPV) process for derivatives
13:55 Determining IPV reserves for volatility, correlation and rates
14:47 Valuation adjustments: CVA, DVA, FVA, KVA
15:34 Isolating P&L from model calibration changes
16:05 Validating curves, discount factors and dividend assumptions
16:48 Verifying MTM for illiquid or bespoke derivatives
17:27 Reconciling front-office MTM vs risk-system MTM
18:27 Challenging trader marks using independent valuation
19:34 Day-1 P&L and when deferral is required
20:23 Investigating unexplained P&L due to volatility
21:20 Evaluating hedge effectiveness using Greeks
22:12 Sensitivity analysis to detect unstable models
23:09 MTM differences between Black–Scholes, local vol and stochastic vol
24:11 Cross-currency option risk factors and P&L explain
24:56 Autocallable notes and embedded risks
25:56 Validating pricing for path-dependent derivatives
26:39 Scenario analysis for challenging valuations
27:16 Identifying MTM impact from mis-booked trades
27:59 Numerical stability tests for Monte Carlo models
28:45 Greeks behavior near expiry and daily P&L impact
29:35 Investigating MTM jumps without market moves
30:25 New product and model approval process
31:03 Liquidity, bid-ask spreads and stale data impact on IPV
31:40 Correlation and vol-of-vol risk reporting
32:23 Structuring a clean daily P&L explain
33:14 Interview example: challenging trader marks
34:18 Final wrap-up and interview mindset

This session is ideal for Product Control, Valuation Control, Risk, and Derivatives roles across US, UK, Europe, India, Singapore, and Middle East investment banks. Watch till the end and revise — this depth is what separates strong candidates from average ones.

HASHTAGS

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