Why UBS? Why this position?
Model Risk Interview Questions
131 model risk interview questions shared by candidates
Where do you see yourself in 5 years?
Tell me about a project you have worked on that involved modelling.
What are assumptions that must be met in order to use linear regression.
What do you know about models
sudo code to produce the prime number
Tell me a project you did before.
What's the difference b/t risk neutral pricing and actuarial pricing?
Martingale process, stochastic differential equations, multivariate stochastic process, correlation, put-call parity, bond payoff, BSM model. A bit on data cleaning concepts. Very little coding .
4 person 4 round. One case study, one technical interview, one manager interview, one statistical interview. Case is a theme park income/cost analysis. Several small questions. Last one is a general question using all the previous assumptions.
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