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Model Risk Interview Questions
134 model risk interview questions shared by candidates
Experience related questions, such as previous jobs. What challenges, and how they were managed
Q: How do you understand the duty of model risk auditor
Statisticals questions
What is the difference between capital and provision?
Q: If I give you a time series of prices, how would you calculate the volatility?
Q: Explain Ito's Lemma
Tell me about yourself and current experience.
Simulate coin toss game, HH and HT in two sequences for either to win, the dictionary question to calculate probability. search for the LC question, same thing. Or it would be a list of list of tuples and dictionary to read and retrieve.
Tell me about a process or project you have lead, what did you work on & what did you improve, can you explain the steps and the process
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