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Model Risk Interview Questions
170 model risk interview questions shared by candidates
Have you ever pushed back on or challenged someone at your job with more seniority than you?
Can you give an example of a recent natural hazard event?
What's your weakness?
Describe the methods you used in your dissertation.
1. What are the assumptions of linear regression? 2.What is the difference between R^2 and adjusted R^2? 3. Why do you want to join this team? 4. Balance Sheet statement of a bank
NLP structure and CNN/RNN and bayesian
location preference
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
Q: How do you understand the duty of model risk auditor
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