What your friends would tell about you?
Model Risk Interview Questions
134 model risk interview questions shared by candidates
What is larger e^pi or pi^e?
Define a martingale, and given an example prove it is a martingale.
basic math, e.g. CLT and programming question, e,g, what is OOP
Explain FRTB SA in detail
mix of some math problems and some basic programming questions. Some wired questions like why do we need jave since we already have C, etc.
What's your weakness?
Describe the methods you used in your dissertation.
NLP structure and CNN/RNN and bayesian
Questions from the 1 to 1 interview were: assumptions of OLS, methods of detecting outliers given data. Questions of the written test are from probability, statistics, risk management and programming. There were both theory and application type questions on the written test.
Viewing 91 - 100 interview questions