What is your salary expectation? Why are you interested in this job? Linear Regression. Stats questions like: Name a distribution with infinite variance. Programming questions
Model Validation Interview Questions
132 model validation interview questions shared by candidates
All questions are standard.
Steps involved in modeling. How do you validate the models. Model validation regulations related questions.
Basic risk management questions, such as how to calculate VaR.
Model Validation, Statistics, Logical Reasoning, Banking General Knowledge
resume questions
what is duration, what is convexity
Basic Python programming questions, time complexity, how to improve the algorithm, what is risk capital, other financial questions
What values would I bring? What is my view of model validation?
how to simulate random normal numbers
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