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Model Risk Interview Questions
134 model risk interview questions shared by candidates
1. What are the assumptions of linear regression? 2.What is the difference between R^2 and adjusted R^2? 3. Why do you want to join this team? 4. Balance Sheet statement of a bank
Tell me about your course work.
Tell me about your experience with fitting and perhaps overfitting a model.
how you explain B-S model to client
How do you determine if a model is good or bad?
What is something our profession could do better?
Have you ever pushed back on or challenged someone at your job with more seniority than you?
1. Explain PD, LGD, EAD 2. Python Questions: use 'describe' to show the dataframe's info 3. what is p-value 4. confidence interval 5. How to find outlier 6. VaR
derive BS formula
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