Questions related to assumptions of linear regression
Model Interview Questions
3,576 model interview questions shared by candidates
How do you test a pricing model.
Describe internal compliance procedures in your current company.
How do you apply VaR?
They asked me about the salary expectations.
How would you estimate VaR
1. Time Series: Variability of the predictions given certain time points, Given 10 risk factors, if 11th risk factor is a derived factor from different 2. Basic statistics questions: Linear Regression, Confidence Intervals
Writing codes about Pairs trading in one hour and submitting it by email. You can choose the programming language that you are familiar with,
20+ question written test defining data modeling concepts
If you have 2 portfolios with VAR 99% at 1 million then what will be the combined VAR and what assumptions will you make?
Viewing 1821 - 1830 interview questions