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"Programming knowledge".

Risk Quants typically don't program, they script. They will often put together scripts that the risk developers will either:

1. Rewrite in Java or C in the "black box" risk machine

2. Insert the quant's script directly into their code

Focus on the math and finance you would expect on any risk interview but also be prepared to be challenged on:

1. R

2. Python (more on buy side)

3. VBA

4. SQL

5. Matlab (some firms)

1, 3, 4 are absolutely essential to know for a risk quant position.