Models Interview Questions

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Bag full of marbles that represent the entire market (all marbles in bag give you a 10% ann. return). You have a client that wants at least a 12% return on a portfolio of your choosing. How many marbles are you taking out and what would be the weight of each marble?
Jul 10, 2025

Bag full of marbles that represent the entire market (all marbles in bag give you a 10% ann. return). You have a client that wants at least a 12% return on a portfolio of your choosing. How many marbles are you taking out and what would be the weight of each marble?

1st round - matlab/ simulink/ stateflow design a simple delay without using the simulink delay block; compare a vector signal to a scalar - in simulink, in stateflow; difference between bus block and mux block; property of merge block, its limitation; sfunction - used with which setting; MCDC for a switch block 2nd Round - experience in - MIL, SIL, MBD testing - design of control algorithms
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Model Based Development

Interviewed at TATA ELXSI

3.9
Jan 1, 2017

1st round - matlab/ simulink/ stateflow design a simple delay without using the simulink delay block; compare a vector signal to a scalar - in simulink, in stateflow; difference between bus block and mux block; property of merge block, its limitation; sfunction - used with which setting; MCDC for a switch block 2nd Round - experience in - MIL, SIL, MBD testing - design of control algorithms

Questions classiques sur les calls, puts, le modèle de Black & Scholes. Puis questions plus techniques de maths sur le calcul stochastique (Itô, Girsanov), les séries temporelles (définition et stationnarité) , les différentes méthodes de Monte-Carlo et leurs efficacités. Ensuite des questions de programmation. Pour finir, quelques questions de motivation (en français puis en anglais).
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Stage Model Risk Management

Interviewed at Société Générale

3.7
Jul 8, 2020

Questions classiques sur les calls, puts, le modèle de Black & Scholes. Puis questions plus techniques de maths sur le calcul stochastique (Itô, Girsanov), les séries temporelles (définition et stationnarité) , les différentes méthodes de Monte-Carlo et leurs efficacités. Ensuite des questions de programmation. Pour finir, quelques questions de motivation (en français puis en anglais).

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