1. T test - what does it mean? 2. Criteria to know how to approve some for credit? 3. Coding/modelling experience? 4. Experience with team work? 5. How to join to tables (SQL)? 6. Difference between inner and outer join?
Models Interview Questions
2,604 models interview questions shared by candidates
Tell me a project you did before.
also some behavior question, how do you deal with conflict with manager?
Compensations expectations? Relocation? Visa situatuion?
Introduce you self and sponseship
4 person 4 round. One case study, one technical interview, one manager interview, one statistical interview. Case is a theme park income/cost analysis. Several small questions. Last one is a general question using all the previous assumptions.
And why capital one?
What are your biggest professional strengths what do you know about GEICO
What's the difference b/t risk neutral pricing and actuarial pricing?
Martingale process, stochastic differential equations, multivariate stochastic process, correlation, put-call parity, bond payoff, BSM model. A bit on data cleaning concepts. Very little coding .
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