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Model Risk Interview Questions
170 model risk interview questions shared by candidates
How would you approach _________? (Any basic statistical problem)
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 .
Resume Questions in detail simple
They asked the detail methods in your resume.
Could you model autoregressive model in Python?
Preguntas sobre algunos estadísticos y sobre probabilidades de default
Explain the math behind pricing options (as elaborately and extensively as you can)
What do we call type I and type II error in hypothesis testing?
Technical skills, based on CV. Talked about the details of implementations.
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