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.
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
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
Econometrics and statistical questions
Tell me about yourself; Walk me through kind of questions for BQ
What is your experience with Credit Risk.
How would you predict a default rate? What steps would yo take to get to the final solution?
What were my university grades?
Viewing 21 - 30 interview questions