2. detect whether two link lists intersect
Modeler Interview Questions
3,575 modeler interview questions shared by candidates
Introduce you self and sponseship
Compensations expectations? Relocation? Visa situatuion?
Why you are suitable for this position?
How would you approach _________? (Any basic statistical problem)
Martingale process, stochastic differential equations, multivariate stochastic process, correlation, put-call parity, bond payoff, BSM model. A bit on data cleaning concepts. Very little coding .
Introduce project you have worked on
4 person 4 round. One case study, one technical interview, one manager interview, one statistical interview. Case is a theme park income/cost analysis. Several small questions. Last one is a general question using all the previous assumptions.
And why capital one?
1. Tell us about yourself 2. Tell hs about your job market paper
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