What is larger e^pi or pi^e?
Model Risk Interview Questions
131 model risk interview questions shared by candidates
Define a martingale, and given an example prove it is a martingale.
Explain FRTB SA in detail
Statisticals questions
Tell me about your course work.
Tell me about your experience with fitting and perhaps overfitting a model.
mix of some math problems and some basic programming questions. Some wired questions like why do we need jave since we already have C, etc.
how you explain B-S model to client
Questions from the 1 to 1 interview were: assumptions of OLS, methods of detecting outliers given data. Questions of the written test are from probability, statistics, risk management and programming. There were both theory and application type questions on the written test.
How do you determine if a model is good or bad?
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