What is the dream that you cherish but cannot fulfill ?
Models Interview Questions
10 models interview questions shared by candidates
Tell me about an investment idea you’ve actually implemented — walk me through the thesis, the data you used, the risks you considered, and the outcome.
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The interviewers, as I was a fresh Msc graduate, were mostly interested in my academic background, skills and knowledge that I acquired through these years and experience from internships. For example they asked me about my knowledge in using Git and which volatility models I have used.
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Monty Hall Problem What is the difference between the Q and P measures? What is the difference between VaR and expected shortfall? What is the test for stationarity of a time series? What is N(d2) in Black-Scholes? What is the parameter d in an ARIMA model? How are returns distributed? Why use returns instead of prices for modelling? How does an asset's spot price relate to its forward price? How is bond's duration affected by a change in interest rates? What are current research issues in options pricing? Write code to merge these dataframes (in real time, write code for a Pandas merge, groupby, and apply) How would you value a call option on a stock if the option has infinite time to maturity? Describe any completely independent research you have undertaken How do you value an interest rate swap?
1. T test - what does it mean? 2. Criteria to know how to approve some for credit? 3. Coding/modelling experience? 4. Experience with team work? 5. How to join to tables (SQL)? 6. Difference between inner and outer join?
- What is your motivation to work in E-Commerce?
What are the main numerical method for elliptical PDE.
There were alot but they accept based on conversation rather than content.
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