Pretty difficult and tough questions, even hard to understand what the interviewer was asking.
Model Risk Interview Questions
170 model risk interview questions shared by candidates
Statisticals questions
Why Ubs? And why are you applying for this position?
Tell me about your course work.
Tell me about your experience with fitting and perhaps overfitting a model.
mix of some math problems and some basic programming questions. Some wired questions like why do we need jave since we already have C, etc.
how you explain B-S model to client
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.
From general financial product knowledge to very specific knowledge (such as SABR, what kind of interpolation used in what context etc.)
How do you determine if a model is good or bad?
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