What do you know about model validation?
Quantitative Risk Analyst Interview Questions
243 quantitative risk analyst interview questions shared by candidates
Leetcode max loss in stocks arranged in an array
technical questions related to statistical modeling and financial products
They seemed tailored to my experience, so for an econ background they might ask: Describe multicollinearity and heteroscedasticity. For more programming background they might ask best practices etc.
What assumptions go into the BS model?
In OOP, what is a virtual class?
C’est quoi un passif et un actif ?
option pricing VaR put-call parity
How many televisions were being sold last year in U.S? Suppose that you have a triangle with 3 ants on different vertices (corners) of the triangle. What is the probability that either 2 of the ants or all of the ants collide if all 3 ants start walking on the sides of the triangle?
How do you determine what type of time-series model to use? Describe the process in how you model time-series in general. If I told you that 2 risk variables had a very strong relationship, say with R^2 ~ 0.95, what would you think about that? Should it be higher? Why or why not?
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