Basic finance knowledge; Statistic knowledge; Programming skills
Model Risk Interview Questions
131 model risk interview questions shared by candidates
They asked about my familiarity with Python.
Technical questions, such as mathematical problems, pricing options, knowledge about volatility. 30 minutes phone interview with about 10 short questions.
If you roll 2 dice’s what is the possibility the sum of points is bigger than 6?
Statistics, Stochastic process, Coding questions
some stochastic problem: forward measure... how to use price models?
The working of XGBoost and various deep learning models
Mainly quantitative questions which can be found on interview books, and technical questions on projects on CV.
Describe how you would perform a model validation
How to Calculate VaR upon a stochastic process, why expected shortfall is subadditive, what should we do before a regression analysis.
Viewing 61 - 70 interview questions