Models Interview Questions

3,575 models interview questions shared by candidates

Questions classiques sur les calls, puts, le modèle de Black & Scholes. Puis questions plus techniques de maths sur le calcul stochastique (Itô, Girsanov), les séries temporelles (définition et stationnarité) , les différentes méthodes de Monte-Carlo et leurs efficacités. Ensuite des questions de programmation. Pour finir, quelques questions de motivation (en français puis en anglais).
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Stage Model Risk Management

Interviewed at Société Générale

3.7
Jul 8, 2020

Questions classiques sur les calls, puts, le modèle de Black & Scholes. Puis questions plus techniques de maths sur le calcul stochastique (Itô, Girsanov), les séries temporelles (définition et stationnarité) , les différentes méthodes de Monte-Carlo et leurs efficacités. Ensuite des questions de programmation. Pour finir, quelques questions de motivation (en français puis en anglais).

1st round completely hands on modelling and queries, 2nd round interviewer came with use case(a half cooked) to solve/write as a query or code but told no need to be accurate but give me logic to solve the problem, I provided in a rough query and a pseudo code but after that no response,, even I tried to complete the query and sent a snapshot.. I felt a bit unprofessional... if I am wrong they could have told me what is wrong.. for every problem there will n no.of sol in software, i think it is waste of time with Oracle(such a big company) but no professional process of recruitment.
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Data Modeler

Interviewed at Oracle

3.5
Sep 21, 2021

1st round completely hands on modelling and queries, 2nd round interviewer came with use case(a half cooked) to solve/write as a query or code but told no need to be accurate but give me logic to solve the problem, I provided in a rough query and a pseudo code but after that no response,, even I tried to complete the query and sent a snapshot.. I felt a bit unprofessional... if I am wrong they could have told me what is wrong.. for every problem there will n no.of sol in software, i think it is waste of time with Oracle(such a big company) but no professional process of recruitment.

The questions could be divided into maths, financial calculus and programming. My opinion was that the entire interview process was very pleasant and questions were not that hard. Having limited experience for entry level job applications, I would go as far as to say that questions were rather standard and not hard at all.
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Model Validation Specialist

Interviewed at Deutsche Bank

3.8
Sep 7, 2021

The questions could be divided into maths, financial calculus and programming. My opinion was that the entire interview process was very pleasant and questions were not that hard. Having limited experience for entry level job applications, I would go as far as to say that questions were rather standard and not hard at all.

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