Model Interview Questions

2,594 model interview questions shared by candidates

What are the sources of funding/liquidity for the bank? Current business news? Difference between quantitative vs. qualitative risks? What is sensitivity test, backtest, benchmarking? How would you perform these? How do you know if the testing results are good/bad?
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Model Risk Management

Interviewed at Citi

3.6
Mar 11, 2023

What are the sources of funding/liquidity for the bank? Current business news? Difference between quantitative vs. qualitative risks? What is sensitivity test, backtest, benchmarking? How would you perform these? How do you know if the testing results are good/bad?

1. Introduce yourself 2. Focusing on technical questions (regression, explanatory data analysis, missing values, outliers, how to deal with these problems,...) 3. Knowledge related to financial statement (financial ratios, balance sheet,...)
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Credit risk model developer

Interviewed at Citi

3.6
Aug 22, 2022

1. Introduce yourself 2. Focusing on technical questions (regression, explanatory data analysis, missing values, outliers, how to deal with these problems,...) 3. Knowledge related to financial statement (financial ratios, balance sheet,...)

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