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Model Risk Interview Questions
170 model risk interview questions shared by candidates
Tell me how do I measure multicollinearity
Explique l algorithme random Forest pour de la classification.
Technical interview: Digging with precise questions on my resume (how was this model built, give details, what are the assumptions, how did you validate this). Some general finance questions like pricing of an option. Last question was what is the angle between the two arrows of a clock at 3:15 pm HR online test was ranking generic stuff like I like to work in a team, I work well under pressure, etc... The HR interview was 1h30 digging into very specific aspects of my life, dating back from high school
What is your experience with Credit Risk.
How would you predict a default rate? What steps would yo take to get to the final solution?
I am still waiting for an offer
How many years of expeirence do you have?
What were my university grades?
What do you know about linear regression? Assumptions needed to build a linear a regression. How to adjust the model.
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