1. Explain PD, LGD, EAD 2. Python Questions: use 'describe' to show the dataframe's info 3. what is p-value 4. confidence interval 5. How to find outlier 6. VaR
Model Interview Questions
2,594 model interview questions shared by candidates
How I approach a multi stage project
Can you write down the formula for the Markov property?
Formule de Black Scholes et EDP Black-Scholes. Re démontrer ces formules.
Q: How do you understand the duty of model risk auditor
Where do you see yourself at EY
There wasn’t a single question—throughout the process, I had multiple interviews and discussions with different people, covering a wide range of topics.
Asked about I time where I had to learn something quickly and adapt it to a problem
What is my previous experience in catastrophe modeling?
Typical stuff like describe a time you worked on a project with others, etc.
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