Do you have any experience to use deep learning?
Quantitative Risk Analyst Interview Questions
243 quantitative risk analyst interview questions shared by candidates
How is a Markov chain defined? What is a transition matrix. How could it be used to model credit ratings? If you had the transition matrix for 1 year, how would you calculate the transitions for more than 5 years?
What is Value at Risk? What is its mathematical definition?
How would you go about doing a regression for the default probability based on other data? What steps would you go through? How could you examine the model's performance?
"How would you plot the discount curve in a DCF model?" "What are the elements of a put-call parity?" "What is the Black-Scholes Model?" "What are the steps in a Value at Risk Model?"
What is VaR, Delta, Gamma? What is Asian Options?
why do you choose nordea why do you apply for this role current role's responsibility a table has a column "customer code", how do you assess the data quality if you find a user reported an error in an user table, how will you handle the situation if an auditing officer informed you that an error in the data / model caused certain risks and nordea could face 10m € fine, how will you handle the situation
every question is about my resume. not very unexpected
no..only questions on Greeks, Duration, Convexity. VBA programming...some behavior questions like why I would like to do finance, and previous internship experience
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