Tell me about a project you have worked on that involved modelling.
Model Risk Interview Questions
170 model risk interview questions shared by candidates
What are assumptions that must be met in order to use linear regression.
Where do you see yourself in 5 years?
sudo code to produce the prime number
What do you know about models
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?
Tell me a project you did before.
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's the difference b/t risk neutral pricing and actuarial pricing?
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