Everyone asked question in panel interview related to projects, SQL, and simple programing
Model Validation Interview Questions
132 model validation interview questions shared by candidates
Formule de Black Scholes et EDP Black-Scholes. Re démontrer ces formules.
Can’t recall, generic questions about previous relevant experience.
Tell me about yourself? Do you know what is XXX's accuracy measurement?
normal distribution, log-normal distribution, how do you compute mean of log-normal distribution in terms of the mean and variance of the underlying normal distribution, Brownian motion, Ito's Lemma, Black-Scholes formula, what are the differences between forwards and futures, what is the swap, how do you price the swap, how do you output correlated random variables with a prescribed coefficient of correlation
What's Bond Duration and Bond Convexity Explain PCA An example of polluted data and how to fix it
How to determine a decision threshold using the ROC curve.
The interviewer went into the very details of the model.
There weren't any diffucult questions, all of them were standard and expected.
stats, probability, Coding (C# MATLAB PYTHON), simple financial engineering questions.
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