Describe internal compliance procedures in your current company.
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How do you apply VaR?
They asked me about the salary expectations.
How would you estimate VaR
1. Time Series: Variability of the predictions given certain time points, Given 10 risk factors, if 11th risk factor is a derived factor from different 2. Basic statistics questions: Linear Regression, Confidence Intervals
Writing codes about Pairs trading in one hour and submitting it by email. You can choose the programming language that you are familiar with,
20+ question written test defining data modeling concepts
If you have 2 portfolios with VAR 99% at 1 million then what will be the combined VAR and what assumptions will you make?
Gave the scenario of the industry and asked how would I analyze the situation.
Someone declines your offer for a sample, what do you do?
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