1. questions with my current job 2. math questions, highly related to probability theory
Quantitative Risk Interview Questions
243 quantitative risk interview questions shared by candidates
Do you prefer to work by yourself or with a team?
A fair six-sided die is rolled twice. What is the probability of getting 1 on the first roll and not getting 6 on the second roll?
Quant finance. proba stat. review of CV.
- Put me in a real context and asked me for the best risk strategy I will use -
FRTB at the oral interview
What kind of workplace would you want to work in?
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?
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