Risk Modeling Analyst Interview Questions

60 risk modeling analyst interview questions shared by candidates

The last question was about my visa status. After I pointed out that I am a student with a F-1 visa and will require sponsorship in the future. He apologized that as of that day they won't accept candidate with F-1 visa...
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Risk Modeling Analyst

Interviewed at Citi

3.6
Mar 5, 2014

The last question was about my visa status. After I pointed out that I am a student with a F-1 visa and will require sponsorship in the future. He apologized that as of that day they won't accept candidate with F-1 visa...

En tant que stagiaire, les questions posées étaient relatives à mon parcours universitaire. exemple : "parles moi un peu de tes etudes à l'université ? " , "expliques moi quelle est la problématique de ton mémoire" , ...
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Risk Modeling and Validation

Interviewed at AG Insurance

3.9
Nov 10, 2015

En tant que stagiaire, les questions posées étaient relatives à mon parcours universitaire. exemple : "parles moi un peu de tes etudes à l'université ? " , "expliques moi quelle est la problématique de ton mémoire" , ...

1. derive Black-Scholes model 2. derive linear regression coefficient and assumption for linear regression 3. principal component analysis 4. how to deal with collinearity 5. prove that covariance matrix is semi-definite 6. linked list, tree for algorithms 7. moment generating function This is so far I could remember
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Market Risk Modeling

Interviewed at Goldman Sachs

3.7
Jul 30, 2015

1. derive Black-Scholes model 2. derive linear regression coefficient and assumption for linear regression 3. principal component analysis 4. how to deal with collinearity 5. prove that covariance matrix is semi-definite 6. linked list, tree for algorithms 7. moment generating function This is so far I could remember

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