How would you validate the model in your research.
Model Validation Interview Questions
132 model validation interview questions shared by candidates
How to Calculate VaR upon a stochastic process, why expected shortfall is subadditive, what should we do before a regression analysis.
Why UBS? Why this position?
Which position exites you else type of questions. What did you do in your projects, or scripting languages
Did you let any team member go or gain an underperforming team member ?
Why are you interested in this position?
Linear regression, covariance matrix, options pricing
technical questions: tell me about your financial modeling experience; questions about GARCH method
Tell me about yourself
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.
Viewing 91 - 100 interview questions